+5,601.3%
RCL vs ODFL
+21,199.0%
-15,597.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -1.2% | +5.8% | -7.0% | -2.5% |
| 30D | +17.8% | -5.3% | +23.2% | +19.3% |
| 3M | +4.9% | -19.0% | +23.9% | +10.0% |
| 6M | +23.7% | -7.5% | +31.2% | +25.5% |
| YTD | +17.8% | +11.8% | +6.0% | +13.6% |
| 1Y | +28.9% | +29.7% | -0.7% | +20.0% |
| 3Y | +241.9% | -9.1% | +251.0% | +240.3% |
| 5Y | +295.4% | +0.2% | +295.2% | +282.7% |
| 10Y | +344.1% | +566.3% | -222.1% | +195.9% |
| All | +5,601.3% | +21,199.0% | -15,597.7% | +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