+96.6%
BAC vs ODFL
-11.2%
+107.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -1.9% | -5.0% | +3.1% | -0.7% |
| 30D | -7.2% | -6.3% | -0.9% | -5.9% |
| 3M | -20.4% | -18.5% | -2.0% | -16.8% |
| 6M | +1.3% | -12.4% | +13.6% | +3.3% |
| YTD | -6.4% | +9.2% | -15.6% | -10.7% |
| 1Y | -3.5% | +23.0% | -26.5% | -11.0% |
| All | +96.6% | -11.2% | +107.8% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling