-14.1%
ODFL vs BG
+18.0%
-32.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -3.3% | +3.1% | -6.4% | -3.7% |
| 30D | -15.3% | +10.2% | -25.5% | -16.6% |
| 3M | -27.3% | -1.7% | -25.6% | -27.2% |
| 6M | -4.5% | +1.0% | -5.5% | -5.1% |
| YTD | +15.1% | +39.9% | -24.8% | +7.2% |
| 1Y | +21.1% | +53.2% | -32.1% | +10.5% |
| 3Y | -14.1% | +16.3% | -30.4% | -16.9% |
| All | -14.1% | +18.0% | -32.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling