+33,922.4%
ODFL vs RRC
+1,462.6%
+32,459.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.1% |
| 7D | -6.3% | +1.3% | -7.6% | -6.4% |
| 30D | -13.6% | +10.1% | -23.7% | -14.3% |
| 3M | -24.2% | +4.0% | -28.2% | -24.5% |
| 6M | -13.8% | +1.6% | -15.4% | -14.1% |
| YTD | +19.0% | +19.7% | -0.7% | +17.0% |
| 1Y | +25.7% | +21.4% | +4.3% | +23.2% |
| 3Y | -13.1% | +29.7% | -42.8% | -15.8% |
| 5Y | +26.7% | +153.9% | -127.2% | +14.9% |
| 10Y | +721.5% | +10.8% | +710.7% | +631.6% |
| All | +33,922.4% | +1,462.6% | +32,459.7% | +30,534.9% |
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