+20.3%
RF vs ODFL
+27.3%
-7.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | +1.9% | +5.8% | -3.9% | +0.2% |
| 30D | +7.3% | -5.3% | +12.7% | +8.9% |
| 3M | -7.9% | -19.0% | +11.0% | -2.0% |
| 6M | +10.5% | -7.5% | +18.0% | +11.3% |
| YTD | +9.6% | +11.8% | -2.1% | +0.1% |
| 1Y | +20.3% | +29.7% | -9.4% | +2.8% |
| All | +20.3% | +27.3% | -7.0% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling