+23.9%
BMY vs ODFL
+26.9%
-3.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -6.4% | -2.8% | -3.6% | -6.0% |
| 30D | +0.2% | -13.7% | +13.9% | +2.0% |
| 3M | +16.0% | -23.4% | +39.3% | +19.7% |
| 6M | +8.3% | -7.2% | +15.5% | +9.1% |
| YTD | +22.2% | +15.6% | +6.5% | +19.8% |
| 1Y | +41.7% | +24.2% | +17.5% | +37.7% |
| 3Y | +20.7% | -12.8% | +33.5% | +19.5% |
| 5Y | +23.9% | +27.1% | -3.2% | +11.6% |
| All | +23.9% | +26.9% | -3.0% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling