+1,628.2%
BAC vs ODFL
+32,662.2%
-31,034.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +1.1% | -6.3% | +7.4% | +2.3% |
| 30D | -0.4% | -13.6% | +13.2% | +2.3% |
| 3M | +16.9% | -24.2% | +41.1% | +22.7% |
| 6M | +26.6% | -13.8% | +40.4% | +29.3% |
| YTD | +15.8% | +19.0% | -3.2% | +11.0% |
| 1Y | +27.2% | +25.7% | +1.5% | +20.3% |
| 3Y | +132.4% | -13.1% | +145.5% | +132.1% |
| 5Y | +72.6% | +26.7% | +45.9% | +58.6% |
| 10Y | +389.7% | +721.5% | -331.8% | +227.1% |
| All | +1,628.2% | +32,662.2% | -31,034.0% | +743.1% |
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