-42.0%
RIG vs ODFL
+25,749.9%
-25,791.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.4% |
| 7D | -8.2% | -3.0% | -5.2% | -7.7% |
| 30D | -0.2% | -14.3% | +14.1% | +2.2% |
| 3M | -2.7% | -26.7% | +24.0% | +2.0% |
| 6M | -7.5% | -7.5% | 0.0% | -6.9% |
| YTD | +38.3% | +16.5% | +21.7% | +33.9% |
| 1Y | +81.8% | +23.5% | +58.3% | +74.0% |
| 3Y | -30.2% | -12.1% | -18.1% | -29.8% |
| 5Y | +59.9% | +28.9% | +31.0% | +50.8% |
| 10Y | -41.9% | +746.5% | -788.4% | -56.1% |
| All | -42.0% | +25,749.9% | -25,791.9% | -63.4% |
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