+27.3%
ODFL vs BDX
-2.2%
+29.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -3.3% | -3.2% | -0.1% | -2.0% |
| 30D | -15.3% | -2.5% | -12.7% | -14.5% |
| 3M | -27.3% | +21.4% | -48.7% | -33.5% |
| 6M | -4.5% | +10.4% | -14.9% | -9.0% |
| YTD | +15.1% | +18.8% | -3.7% | +6.1% |
| 1Y | +21.1% | +21.7% | -0.6% | +10.4% |
| 3Y | -14.1% | -10.0% | -4.2% | -12.5% |
| All | +27.3% | -2.2% | +29.5% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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