+332.4%
RCL vs ODFL
+752.3%
-419.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.3% |
| 7D | -2.2% | -3.0% | +0.8% | -0.5% |
| 30D | -15.7% | -14.3% | -1.4% | -8.3% |
| 3M | -8.0% | -26.7% | +18.8% | +8.8% |
| 6M | -10.1% | -7.5% | -2.7% | -7.4% |
| YTD | -5.9% | +16.5% | -22.4% | -16.6% |
| 1Y | -23.5% | +23.5% | -47.0% | -35.1% |
| 3Y | +174.4% | -12.1% | +186.5% | +166.7% |
| 5Y | +227.1% | +28.9% | +198.2% | +128.5% |
| All | +332.4% | +752.3% | -419.9% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling