+217.6%
BAC vs ODFL
+559.8%
-342.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | +3.2% | +5.8% | -2.6% | +1.1% |
| 30D | -0.7% | -5.3% | +4.6% | +1.1% |
| 3M | -20.0% | -19.0% | -1.0% | -13.9% |
| 6M | +3.4% | -7.5% | +10.9% | +4.8% |
| YTD | -5.7% | +11.8% | -17.5% | -12.7% |
| 1Y | -1.4% | +29.7% | -31.1% | -14.4% |
| 3Y | +97.9% | -9.1% | +107.1% | +89.6% |
| 5Y | +22.9% | +0.2% | +22.7% | +7.7% |
| All | +217.6% | +559.8% | -342.1% | -6.3% |
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 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