+24.4%
ODFL vs RY
+39.8%
-15.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +0.6% | -0.5% | +1.2% | +1.0% |
| 30D | -6.3% | +4.7% | -11.0% | -8.8% |
| 3M | -19.1% | -4.5% | -14.6% | -16.6% |
| 6M | -9.9% | +12.5% | -22.5% | -20.4% |
| YTD | +9.9% | +21.1% | -11.2% | -10.0% |
| 1Y | +24.4% | +38.6% | -14.3% | -18.9% |
| All | +24.4% | +39.8% | -15.4% | -18.9% |
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