+723.3%
ODFL vs BLDR
+372.1%
+351.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.2% | +0.5% |
| 7D | -2.8% | -8.1% | +5.3% | -0.1% |
| 30D | -13.7% | -21.5% | +7.8% | -6.8% |
| 3M | -23.4% | -21.0% | -2.4% | -18.3% |
| 6M | -7.2% | -37.1% | +29.9% | +6.3% |
| YTD | +15.6% | -42.7% | +58.3% | +36.0% |
| 1Y | +24.2% | -58.0% | +82.1% | +61.1% |
| 3Y | -12.8% | -57.8% | +45.1% | +8.2% |
| 5Y | +27.1% | +10.3% | +16.8% | +13.6% |
| All | +723.3% | +372.1% | +351.2% | +327.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling