-13.1%
ODFL vs BHP
+81.6%
-94.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -3.0% | +0.9% | -3.9% | -3.3% |
| 30D | -14.3% | +4.0% | -18.3% | -15.5% |
| 3M | -26.7% | +11.3% | -38.0% | -29.8% |
| 6M | -7.5% | +29.3% | -36.8% | -17.4% |
| YTD | +16.5% | +59.2% | -42.7% | -4.9% |
| 1Y | +23.5% | +80.8% | -57.3% | -4.4% |
| All | -13.1% | +81.6% | -94.7% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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