+4,549.4%
RCL vs ODFL
+22,581.6%
-18,032.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -5.1% | -6.3% | +1.2% | -3.7% |
| 30D | -19.0% | -13.6% | -5.4% | -16.2% |
| 3M | -9.6% | -24.2% | +14.6% | -3.6% |
| 6M | -6.7% | -13.8% | +7.1% | -3.7% |
| YTD | -3.9% | +19.0% | -23.0% | -8.5% |
| 1Y | -25.1% | +25.7% | -50.8% | -29.8% |
| 3Y | +179.1% | -13.1% | +192.2% | +180.9% |
| 5Y | +243.3% | +26.7% | +216.7% | +215.4% |
| 10Y | +325.8% | +721.5% | -395.7% | +172.1% |
| All | +4,549.4% | +22,581.6% | -18,032.2% | +1,734.3% |
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