+2,778.6%
ODFL vs BAH
+1,079.0%
+1,699.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +0.6% | -2.6% | +3.2% | +1.4% |
| 30D | -6.3% | +20.4% | -26.6% | -11.5% |
| 3M | -19.1% | +11.9% | -31.0% | -22.2% |
| 6M | -9.9% | +17.1% | -27.1% | -15.0% |
| YTD | +9.9% | +5.5% | +4.4% | +5.6% |
| 1Y | +24.4% | +5.6% | +18.8% | +19.3% |
| 3Y | -11.0% | -26.5% | +15.5% | -7.5% |
| 5Y | -1.4% | +6.5% | -7.9% | -10.7% |
| 10Y | +555.3% | +203.0% | +352.3% | +330.3% |
| All | +2,778.6% | +1,079.0% | +1,699.6% | +1,057.4% |
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 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