+560.4%
BAX vs ODFL
+32,662.2%
-32,101.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | -1.1% | -6.3% | +5.1% | -0.7% |
| 30D | -5.5% | -13.6% | +8.1% | -4.4% |
| 3M | +33.5% | -24.2% | +57.7% | +36.3% |
| 6M | +35.9% | -13.8% | +49.6% | +37.3% |
| YTD | +35.4% | +19.0% | +16.3% | +33.6% |
| 1Y | +9.8% | +25.7% | -15.9% | +7.8% |
| 3Y | -32.7% | -13.1% | -19.6% | -32.6% |
| 5Y | -65.6% | +26.7% | -92.2% | -66.5% |
| 10Y | -34.9% | +721.5% | -756.4% | -43.2% |
| All | +560.4% | +32,662.2% | -32,101.9% | +397.0% |
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