+950.6%
BX vs ODFL
+4,326.1%
-3,375.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | -2.0% | +0.2% | -2.1% | -2.1% |
| 30D | -2.3% | -13.4% | +11.1% | +5.1% |
| 3M | +18.5% | -24.2% | +42.7% | +35.8% |
| 6M | +23.7% | -3.3% | +27.0% | +23.8% |
| YTD | -10.4% | +19.8% | -30.1% | -20.8% |
| 1Y | -19.6% | +24.5% | -44.1% | -30.9% |
| 3Y | +30.8% | -9.6% | +40.4% | +28.0% |
| 5Y | +24.3% | +28.0% | -3.7% | -0.6% |
| 10Y | +679.5% | +735.3% | -55.8% | +129.6% |
| All | +950.6% | +4,326.1% | -3,375.5% | +15.9% |
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