+227.1%
RCL vs ODFL
+25.9%
+201.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.6% |
| 7D | -2.2% | -3.0% | +0.8% | -0.9% |
| 30D | -15.7% | -14.3% | -1.4% | -9.8% |
| 3M | -8.0% | -26.7% | +18.8% | +5.2% |
| 6M | -10.1% | -7.5% | -2.7% | -7.9% |
| YTD | -5.9% | +16.5% | -22.4% | -14.3% |
| 1Y | -23.5% | +23.5% | -47.0% | -32.6% |
| 3Y | +174.4% | -12.1% | +186.5% | +170.5% |
| 5Y | +227.1% | +28.9% | +198.2% | +141.2% |
| All | +227.1% | +25.9% | +201.2% | +141.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling