+31,109.0%
ODFL vs RRC
+1,834.1%
+29,274.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -6.3% | +25.2% | -31.5% | -8.0% |
| 3M | -18.5% | +27.8% | -46.3% | -20.2% |
| 6M | -12.4% | +27.2% | -39.6% | -14.3% |
| YTD | +9.2% | +48.2% | -39.0% | +5.3% |
| 1Y | +23.0% | +34.7% | -11.7% | +19.5% |
| 3Y | -11.6% | +62.2% | -73.8% | -15.9% |
| 5Y | +0.1% | +130.9% | -130.8% | -8.6% |
| 10Y | +550.8% | +73.4% | +477.4% | +460.5% |
| All | +31,109.0% | +1,834.1% | +29,274.9% | +27,492.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling