-33.4%
BAX vs ODFL
-12.7%
-20.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.1% |
| 7D | -5.1% | -3.0% | -2.1% | -4.3% |
| 30D | -12.2% | -14.3% | +2.1% | -8.4% |
| 3M | +21.8% | -26.7% | +48.5% | +32.6% |
| 6M | +36.3% | -7.5% | +43.8% | +38.5% |
| YTD | +27.8% | +16.5% | +11.3% | +22.7% |
| 1Y | -0.1% | +23.5% | -23.6% | -5.8% |
| All | -33.4% | -12.7% | -20.7% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling