+27.7%
ODFL vs RY
+46.4%
-18.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.1% | -0.8% |
| 7D | +3.5% | +2.5% | +1.1% | +2.0% |
| 30D | 0.0% | +8.4% | -8.4% | -4.8% |
| 3M | -18.1% | +1.2% | -19.3% | -18.7% |
| 6M | -6.4% | +19.4% | -25.8% | -20.7% |
| YTD | +14.9% | +25.4% | -10.5% | -7.7% |
| 1Y | +27.7% | +46.7% | -19.0% | -20.6% |
| All | +27.7% | +46.4% | -18.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling