+4,407.8%
REGN vs ODFL
+31,590.6%
-27,182.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -5.6% | -3.3% | -2.3% | -5.1% |
| 30D | -2.0% | -15.3% | +13.3% | +0.3% |
| 3M | +28.0% | -27.3% | +55.3% | +33.6% |
| 6M | +1.2% | -4.5% | +5.6% | +1.4% |
| YTD | +1.6% | +15.1% | -13.5% | -1.1% |
| 1Y | +38.2% | +21.1% | +17.2% | +33.2% |
| 3Y | -5.4% | -14.1% | +8.7% | -5.5% |
| 5Y | +21.3% | +26.6% | -5.3% | +12.7% |
| 10Y | +105.2% | +736.4% | -631.2% | +44.6% |
| All | +4,407.8% | +31,590.6% | -27,182.8% | +1,987.4% |
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 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