-35.9%
RBLX vs ODFL
+65.1%
-101.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.5% |
| 7D | +8.0% | -3.0% | +11.0% | +9.4% |
| 30D | +20.2% | -14.3% | +34.4% | +27.9% |
| 3M | +3.5% | -26.7% | +30.3% | +17.1% |
| 6M | -28.9% | -7.5% | -21.5% | -27.8% |
| YTD | -45.1% | +16.5% | -61.6% | -50.5% |
| 1Y | -66.2% | +23.5% | -89.7% | -70.7% |
| 3Y | +53.5% | -12.1% | +65.5% | +48.5% |
| 5Y | -48.4% | +28.9% | -77.4% | -59.1% |
| All | -35.9% | +65.1% | -101.0% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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