+42.5%
ODFL vs BTDR
+19.6%
+22.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.2% | -0.6% |
| 7D | -3.3% | -3.4% | +0.1% | -3.1% |
| 30D | -15.3% | +32.6% | -47.9% | -16.4% |
| 3M | -27.3% | -32.2% | +4.9% | -26.5% |
| 6M | -4.5% | +52.4% | -56.9% | -7.1% |
| YTD | +15.1% | +6.7% | +8.5% | +13.2% |
| 1Y | +21.1% | -15.2% | +36.3% | +19.2% |
| 3Y | -14.1% | +14.9% | -29.0% | -19.5% |
| 5Y | +26.6% | +20.8% | +5.8% | +23.2% |
| All | +42.5% | +19.6% | +22.9% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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