+690.6%
ODFL vs RUN
-29.4%
+720.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.2% |
| 7D | +0.2% | +10.2% | -10.0% | -0.9% |
| 30D | -13.4% | -9.6% | -3.8% | -12.6% |
| 3M | -24.2% | -31.5% | +7.3% | -21.4% |
| 6M | -3.3% | -18.7% | +15.4% | -2.2% |
| YTD | +19.8% | -49.9% | +69.7% | +25.9% |
| 1Y | +24.5% | -45.5% | +70.0% | +28.5% |
| 3Y | -9.6% | -34.1% | +24.5% | -20.1% |
| 5Y | +28.0% | -79.4% | +107.5% | +23.3% |
| 10Y | +735.3% | +48.9% | +686.3% | +512.7% |
| All | +690.6% | -29.4% | +720.0% | +478.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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