+33,922.3%
ODFL vs BBWI
+730.2%
+33,192.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -0.6% |
| 7D | -6.3% | +1.5% | -7.8% | -6.6% |
| 30D | -13.6% | -5.2% | -8.4% | -12.8% |
| 3M | -24.2% | +11.1% | -35.3% | -26.8% |
| 6M | -13.8% | -13.4% | -0.4% | -12.3% |
| YTD | +19.0% | +0.1% | +18.9% | +16.7% |
| 1Y | +25.7% | -36.1% | +61.8% | +35.2% |
| 3Y | -13.1% | -44.1% | +31.0% | -7.3% |
| 5Y | +26.7% | -66.2% | +92.9% | +46.9% |
| 10Y | +721.5% | -54.8% | +776.3% | +655.5% |
| All | +33,922.3% | +730.2% | +33,192.1% | +14,739.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling