-33.1%
BAX vs ODFL
+559.8%
-592.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +0.1% | +5.8% | -5.8% | -1.4% |
| 30D | +4.1% | -5.3% | +9.4% | +5.4% |
| 3M | -4.5% | -19.0% | +14.4% | +0.6% |
| 6M | +49.2% | -7.5% | +56.7% | +51.3% |
| YTD | +35.2% | +11.8% | +23.5% | +30.6% |
| 1Y | +38.3% | +29.7% | +8.6% | +28.5% |
| 3Y | -19.0% | -9.1% | -9.9% | -20.3% |
| 5Y | -64.2% | +0.2% | -64.4% | -66.4% |
| All | -33.1% | +559.8% | -592.9% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling