+34,829.4%
ODFL vs BG
+1,192.5%
+33,636.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -2.8% | +3.7% | -6.5% | -3.8% |
| 30D | -13.7% | +12.3% | -26.0% | -16.6% |
| 3M | -23.4% | -2.2% | -21.1% | -23.2% |
| 6M | -7.2% | +5.3% | -12.5% | -9.3% |
| YTD | +15.6% | +42.4% | -26.8% | +3.5% |
| 1Y | +24.2% | +55.2% | -31.0% | +7.9% |
| 3Y | -12.8% | +21.0% | -33.7% | -20.0% |
| 5Y | +27.1% | +87.1% | -60.0% | +0.5% |
| 10Y | +739.9% | +169.8% | +570.1% | +462.5% |
| All | +34,829.4% | +1,192.5% | +33,636.9% | +16,101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling