+1,306.8%
BAC vs ODFL
+30,665.2%
-29,358.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +3.2% | +5.8% | -2.6% | +2.1% |
| 30D | -0.7% | -5.3% | +4.6% | +0.2% |
| 3M | -20.0% | -19.0% | -1.0% | -17.0% |
| 6M | +3.4% | -7.5% | +10.9% | +4.3% |
| YTD | -5.7% | +11.8% | -17.5% | -8.7% |
| 1Y | -1.4% | +29.7% | -31.1% | -7.3% |
| 3Y | +97.9% | -9.1% | +107.1% | +95.9% |
| 5Y | +22.9% | +0.2% | +22.7% | +17.8% |
| 10Y | +235.3% | +566.3% | -330.9% | +131.5% |
| All | +1,306.8% | +30,665.2% | -29,358.4% | +593.2% |
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