+723.3%
ODFL vs BAH
+207.1%
+516.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.6% | -2.3% |
| 7D | -2.8% | +2.4% | -5.2% | -3.6% |
| 30D | -13.7% | -2.9% | -10.7% | -13.0% |
| 3M | -23.4% | -1.3% | -22.0% | -23.5% |
| 6M | -7.2% | -0.9% | -6.3% | -8.0% |
| YTD | +15.6% | -8.2% | +23.9% | +16.2% |
| 1Y | +24.2% | -24.0% | +48.1% | +32.4% |
| 3Y | -12.8% | -28.1% | +15.3% | -9.5% |
| 5Y | +27.1% | +2.5% | +24.6% | +12.1% |
| All | +723.3% | +207.1% | +516.2% | +439.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling