+5,913.3%
ODFL vs BIDU
+1,407.1%
+4,506.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.8% |
| 7D | -6.3% | +2.4% | -8.7% | -6.8% |
| 30D | -13.6% | -10.5% | -3.1% | -11.8% |
| 3M | -24.2% | -26.2% | +2.0% | -19.7% |
| 6M | -13.8% | -16.4% | +2.6% | -11.7% |
| YTD | +19.0% | -23.9% | +42.9% | +23.5% |
| 1Y | +25.7% | +1.3% | +24.4% | +21.3% |
| 3Y | -13.1% | -32.1% | +19.0% | -11.5% |
| 5Y | +26.7% | -39.0% | +65.6% | +23.6% |
| 10Y | +721.5% | -44.0% | +765.5% | +652.7% |
| All | +5,913.3% | +1,407.1% | +4,506.1% | +2,747.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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