+1,297.1%
BAC vs ODFL
+29,953.1%
-28,656.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -1.9% | -5.0% | +3.1% | -0.9% |
| 30D | -7.2% | -6.3% | -0.9% | -6.1% |
| 3M | -20.4% | -18.5% | -2.0% | -17.5% |
| 6M | +1.3% | -12.4% | +13.6% | +3.2% |
| YTD | -6.4% | +9.2% | -15.6% | -9.0% |
| 1Y | -3.5% | +23.0% | -26.5% | -8.3% |
| 3Y | +96.7% | -11.6% | +108.3% | +95.7% |
| 5Y | +20.6% | +0.1% | +20.4% | +15.5% |
| 10Y | +233.0% | +550.8% | -317.8% | +130.9% |
| All | +1,297.1% | +29,953.1% | -28,656.0% | +591.4% |
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 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