+2,778.6%
ODFL vs BAH
+1,071.0%
+1,707.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +0.6% | -3.2% | +3.9% | +1.6% |
| 30D | -6.3% | +19.5% | -25.8% | -11.3% |
| 3M | -19.1% | +11.1% | -30.2% | -22.0% |
| 6M | -9.9% | +16.3% | -26.3% | -14.8% |
| YTD | +9.9% | +4.8% | +5.1% | +5.9% |
| 1Y | +24.4% | +4.9% | +19.5% | +19.5% |
| 3Y | -11.0% | -27.0% | +16.0% | -7.3% |
| 5Y | -1.4% | +5.7% | -7.2% | -10.5% |
| 10Y | +555.3% | +201.0% | +354.3% | +331.2% |
| All | +2,778.6% | +1,071.0% | +1,707.6% | +1,059.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling