+203.4%
RSP vs ODFL
+745.7%
-542.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -3.1% | -2.8% | -0.3% | -2.2% |
| 30D | -3.4% | -13.7% | +10.3% | +1.2% |
| 3M | +3.6% | -23.4% | +27.0% | +12.6% |
| 6M | +9.0% | -7.2% | +16.1% | +10.3% |
| YTD | +12.2% | +15.6% | -3.4% | +4.5% |
| 1Y | +15.6% | +24.2% | -8.6% | +4.4% |
| 3Y | +51.6% | -12.8% | +64.4% | +49.0% |
| 5Y | +50.4% | +27.1% | +23.3% | +21.7% |
| All | +203.4% | +745.7% | -542.3% | +24.4% |
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 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