+73.1%
BAC vs ODFL
+25.9%
+47.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.2% |
| 7D | +0.6% | -3.0% | +3.6% | +1.4% |
| 30D | -1.4% | -14.3% | +12.9% | +2.7% |
| 3M | +15.7% | -26.7% | +42.5% | +25.5% |
| 6M | +32.2% | -7.5% | +39.7% | +33.4% |
| YTD | +15.8% | +16.5% | -0.8% | +8.5% |
| 1Y | +27.3% | +23.5% | +3.7% | +16.6% |
| 3Y | +137.5% | -12.1% | +149.5% | +134.4% |
| 5Y | +73.1% | +28.9% | +44.1% | +40.4% |
| All | +73.1% | +25.9% | +47.1% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling