+28.9%
ODFL vs BAH
-3.7%
+32.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -3.0% | -1.3% | -1.7% | -2.7% |
| 30D | -14.3% | -6.6% | -7.6% | -12.8% |
| 3M | -26.7% | -7.2% | -19.6% | -25.6% |
| 6M | -7.5% | -10.0% | +2.5% | -5.7% |
| YTD | +16.5% | -12.5% | +29.0% | +18.5% |
| 1Y | +23.5% | -27.9% | +51.4% | +32.3% |
| 3Y | -12.1% | -31.4% | +19.3% | -9.7% |
| 5Y | +28.9% | -3.2% | +32.1% | +12.4% |
| All | +28.9% | -3.7% | +32.6% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling