+213.6%
RF vs ODFL
+559.8%
-346.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.5% |
| 7D | +1.9% | +5.8% | -3.9% | -0.7% |
| 30D | +7.3% | -5.3% | +12.7% | +9.6% |
| 3M | -7.9% | -19.0% | +11.0% | +0.7% |
| 6M | +10.5% | -7.5% | +18.0% | +12.7% |
| YTD | +9.6% | +11.8% | -2.1% | +0.9% |
| 1Y | +20.3% | +29.7% | -9.4% | +2.9% |
| 3Y | +119.5% | -9.1% | +128.7% | +112.3% |
| 5Y | +48.2% | +0.2% | +48.0% | +30.2% |
| All | +213.6% | +559.8% | -346.1% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling