+18.4%
BX vs ODFL
+25.4%
-6.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -5.6% | -3.3% | -2.3% | -3.9% |
| 30D | -12.2% | -15.3% | +3.1% | -4.2% |
| 3M | +7.4% | -27.3% | +34.7% | +26.4% |
| 6M | +22.2% | -4.5% | +26.7% | +22.6% |
| YTD | -14.0% | +15.1% | -29.2% | -23.5% |
| 1Y | -27.3% | +21.1% | -48.4% | -37.7% |
| 3Y | +24.5% | -14.1% | +38.7% | +24.0% |
| All | +18.4% | +25.4% | -6.9% | -16.2% |
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