-27.1%
RKT vs ODFL
+99.2%
-126.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -6.3% | -3.3% | -3.0% | -4.8% |
| 30D | -6.2% | -15.3% | +9.1% | +1.4% |
| 3M | -1.9% | -27.3% | +25.5% | +13.8% |
| 6M | -13.0% | -4.5% | -8.5% | -11.5% |
| YTD | -31.9% | +15.1% | -47.1% | -37.0% |
| 1Y | -37.6% | +21.1% | -58.7% | -43.9% |
| 3Y | +36.8% | -14.1% | +50.9% | +38.9% |
| 5Y | -9.7% | +26.6% | -36.3% | -29.1% |
| All | -27.1% | +99.2% | -126.3% | -57.0% |
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