+26.3%
ODFL vs RY
+140.8%
-114.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | -6.3% | +3.1% | -9.4% | -8.3% |
| 30D | -13.6% | -0.3% | -13.3% | -13.5% |
| 3M | -24.2% | +8.7% | -32.8% | -28.9% |
| 6M | -13.8% | +28.5% | -42.3% | -28.0% |
| YTD | +19.0% | +25.1% | -6.1% | +1.1% |
| 1Y | +25.7% | +46.3% | -20.6% | -4.3% |
| 3Y | -13.1% | +154.9% | -168.1% | -56.0% |
| All | +26.3% | +140.8% | -114.4% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling