+844.0%
RF vs ODFL
+32,662.3%
-31,818.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +1.3% | -6.3% | +7.6% | +2.6% |
| 30D | -3.6% | -13.6% | +10.0% | -0.8% |
| 3M | +8.1% | -24.2% | +32.3% | +14.0% |
| 6M | +11.5% | -13.8% | +25.3% | +14.3% |
| YTD | +15.6% | +19.0% | -3.5% | +10.9% |
| 1Y | +15.7% | +25.7% | -10.0% | +9.5% |
| 3Y | +86.9% | -13.1% | +100.0% | +88.3% |
| 5Y | +89.8% | +26.7% | +63.2% | +75.9% |
| 10Y | +344.7% | +721.5% | -376.8% | +198.8% |
| All | +844.0% | +32,662.3% | -31,818.3% | +351.3% |
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