-14.1%
ODFL vs RRX
+5.4%
-19.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.6% |
| 7D | -3.3% | -0.3% | -2.9% | -3.2% |
| 30D | -15.3% | -6.1% | -9.1% | -13.6% |
| 3M | -27.3% | -23.1% | -4.3% | -22.1% |
| 6M | -4.5% | -19.5% | +15.0% | -0.4% |
| YTD | +15.1% | +16.1% | -0.9% | +3.9% |
| 1Y | +21.1% | +12.9% | +8.2% | +9.6% |
| 3Y | -14.1% | +7.9% | -22.0% | -22.6% |
| All | -14.1% | +5.4% | -19.5% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling