-9.6%
ODFL vs BAH
-32.1%
+22.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.8% |
| 7D | +0.2% | -4.3% | +4.5% | +1.1% |
| 30D | -13.4% | -4.5% | -9.0% | -12.7% |
| 3M | -24.2% | -7.6% | -16.6% | -23.1% |
| 6M | -3.3% | -10.6% | +7.3% | -1.6% |
| YTD | +19.8% | -12.6% | +32.3% | +21.3% |
| 1Y | +24.5% | -27.0% | +51.5% | +31.0% |
| 3Y | -9.6% | -31.5% | +21.9% | -8.4% |
| All | -9.6% | -32.1% | +22.5% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling