-9.1%
ODFL vs BAH
-26.8%
+17.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | +5.8% | +1.7% | +4.1% | +5.5% |
| 30D | -5.3% | +20.8% | -26.1% | -9.0% |
| 3M | -19.0% | +11.6% | -30.5% | -21.0% |
| 6M | -7.5% | +23.1% | -30.6% | -11.8% |
| YTD | +11.8% | +5.3% | +6.5% | +8.8% |
| 1Y | +29.7% | +6.1% | +23.5% | +25.7% |
| 3Y | -9.1% | -27.5% | +18.4% | -8.9% |
| All | -9.1% | -26.8% | +17.7% | -8.9% |
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 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