+33,206.6%
ODFL vs RRX
+4,616.1%
+28,590.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.8% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -14.3% | -8.0% | -6.3% | -11.7% |
| 3M | -26.7% | -25.1% | -1.7% | -20.1% |
| 6M | -7.5% | -18.3% | +10.8% | -3.3% |
| YTD | +16.5% | +14.2% | +2.4% | +7.0% |
| 1Y | +23.5% | +13.0% | +10.5% | +13.1% |
| 3Y | -12.1% | +4.2% | -16.3% | -20.4% |
| 5Y | +28.9% | +17.9% | +11.0% | +10.5% |
| 10Y | +746.5% | +220.4% | +526.0% | +398.4% |
| All | +33,206.6% | +4,616.1% | +28,590.5% | +17,034.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling