+28.9%
ODFL vs BBWI
-68.8%
+97.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.6% | -1.1% |
| 7D | -3.0% | -4.4% | +1.4% | -2.0% |
| 30D | -14.3% | -7.4% | -6.9% | -12.9% |
| 3M | -26.7% | -2.2% | -24.5% | -27.1% |
| 6M | -7.5% | -16.3% | +8.8% | -5.0% |
| YTD | +16.5% | -9.1% | +25.7% | +17.0% |
| 1Y | +23.5% | -34.5% | +58.0% | +33.4% |
| 3Y | -12.1% | -47.0% | +34.9% | -5.1% |
| 5Y | +28.9% | -68.8% | +97.8% | +63.5% |
| All | +28.9% | -68.8% | +97.7% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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