+5,578.7%
RCL vs ODFL
+20,847.5%
-15,268.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.1% |
| 7D | -0.2% | +0.6% | -0.9% | -0.4% |
| 30D | +14.4% | -6.3% | +20.7% | +16.1% |
| 3M | +5.2% | -19.1% | +24.3% | +10.3% |
| 6M | +26.1% | -9.9% | +36.1% | +28.7% |
| YTD | +17.4% | +9.9% | +7.4% | +13.6% |
| 1Y | +24.7% | +24.4% | +0.3% | +17.2% |
| 3Y | +250.9% | -11.0% | +261.9% | +251.0% |
| 5Y | +293.8% | -1.4% | +295.3% | +282.7% |
| 10Y | +342.4% | +555.3% | -212.9% | +195.9% |
| All | +5,578.7% | +20,847.5% | -15,268.8% | +2,178.6% |
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