+26,961.7%
ODFL vs RSG
+2,013.0%
+24,948.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -14.3% | +3.7% | -17.9% | -15.3% |
| 3M | -26.7% | +6.2% | -32.9% | -28.2% |
| 6M | -7.5% | -2.8% | -4.7% | -7.1% |
| YTD | +16.5% | +5.9% | +10.6% | +14.0% |
| 1Y | +23.5% | -1.8% | +25.3% | +23.5% |
| 3Y | -12.1% | +57.5% | -69.6% | -24.6% |
| 5Y | +28.9% | +91.1% | -62.2% | +4.2% |
| 10Y | +746.5% | +428.1% | +318.4% | +414.1% |
| All | +26,961.7% | +2,013.0% | +24,948.7% | +13,074.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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