+34,131.0%
ODFL vs BHP
+4,966.1%
+29,164.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | +0.2% | +1.3% | -1.1% | -0.2% |
| 30D | -13.4% | +4.0% | -17.4% | -14.5% |
| 3M | -24.2% | +12.3% | -36.5% | -27.2% |
| 6M | -3.3% | +30.8% | -34.1% | -11.8% |
| YTD | +19.8% | +58.8% | -39.0% | +2.7% |
| 1Y | +24.5% | +76.8% | -52.3% | +3.3% |
| 3Y | -9.6% | +87.5% | -97.1% | -27.2% |
| 5Y | +28.0% | +123.9% | -95.9% | -4.5% |
| 10Y | +735.3% | +504.4% | +230.9% | +349.7% |
| All | +34,131.0% | +4,966.1% | +29,164.9% | +13,063.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling