-30.2%
RIG vs ODFL
-13.7%
-16.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -3.1% | -3.3% | +0.2% | -1.9% |
| 30D | -0.5% | -15.3% | +14.8% | +5.6% |
| 3M | -6.0% | -27.3% | +21.4% | +5.6% |
| 6M | -10.1% | -4.5% | -5.6% | -11.2% |
| YTD | +37.3% | +15.1% | +22.1% | +24.4% |
| 1Y | +73.9% | +21.1% | +52.8% | +52.8% |
| 3Y | -30.2% | -14.1% | -16.1% | -33.3% |
| All | -30.2% | -13.7% | -16.4% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling