+795.1%
BKNG vs ODFL
+37,669.8%
-36,874.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -10.7% | -2.8% | -7.9% | -10.1% |
| 30D | -18.1% | -13.7% | -4.4% | -15.3% |
| 3M | +8.5% | -23.4% | +31.9% | +15.2% |
| 6M | -0.1% | -7.2% | +7.1% | +1.0% |
| YTD | -18.2% | +15.6% | -33.9% | -21.9% |
| 1Y | -19.9% | +24.2% | -44.0% | -25.0% |
| 3Y | +41.6% | -12.8% | +54.4% | +40.8% |
| 5Y | +93.1% | +27.1% | +66.0% | +72.7% |
| 10Y | +214.8% | +739.9% | -525.1% | +85.1% |
| All | +795.1% | +37,669.8% | -36,874.7% | +304.8% |
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