+12,674.7%
BLK vs ODFL
+32,325.0%
-19,650.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -5.2% | -2.8% | -2.4% | -4.4% |
| 30D | -7.0% | -13.7% | +6.6% | -3.2% |
| 3M | +5.7% | -23.4% | +29.0% | +13.2% |
| 6M | +11.0% | -7.2% | +18.2% | +12.2% |
| YTD | +0.9% | +15.6% | -14.7% | -4.5% |
| 1Y | -1.6% | +24.2% | -25.8% | -9.1% |
| 3Y | +64.5% | -12.8% | +77.2% | +63.6% |
| 5Y | +30.9% | +27.1% | +3.7% | +15.3% |
| 10Y | +275.1% | +739.9% | -464.8% | +102.5% |
| All | +12,674.7% | +32,325.0% | -19,650.3% | +4,570.8% |
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