-10.6%
BITO vs ODFL
+19.1%
-29.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.4% | -3.3% | -0.2% | -2.4% |
| 30D | +21.4% | -15.3% | +36.7% | +27.8% |
| 3M | +20.5% | -27.3% | +47.8% | +32.7% |
| 6M | +7.4% | -4.5% | +11.9% | +7.0% |
| YTD | -13.9% | +15.1% | -29.0% | -20.2% |
| 1Y | -35.1% | +21.1% | -56.2% | -41.2% |
| 3Y | +156.8% | -14.1% | +170.9% | +155.5% |
| All | -10.6% | +19.1% | -29.7% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 5y: compounded portfolio wealth divided by compounded ODFL 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…
5y analysis · Full analysis span regression · 6 months rolling