+23.9%
BABA vs ODFL
+614.0%
-590.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.3% |
| 7D | +11.6% | -4.4% | +16.1% | +13.1% |
| 30D | +2.3% | -6.1% | +8.4% | +3.9% |
| 3M | -13.7% | -21.9% | +8.2% | -7.4% |
| 6M | -21.9% | -17.6% | -4.3% | -18.2% |
| YTD | -24.6% | +5.6% | -30.3% | -28.3% |
| 1Y | -34.1% | +20.5% | -54.6% | -40.2% |
| 3Y | +36.3% | -14.8% | +51.1% | +32.2% |
| 5Y | -26.7% | -3.0% | -23.7% | -35.2% |
| 10Y | +19.2% | +607.6% | -588.4% | -54.4% |
| All | +23.9% | +614.0% | -590.1% | -54.1% |
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