-13.7%
ODFL vs BTDR
+0.6%
-14.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.4% |
| 7D | -2.8% | -3.2% | +0.4% | -2.6% |
| 30D | -13.7% | +32.7% | -46.3% | -15.2% |
| 3M | -23.4% | -28.4% | +5.0% | -22.5% |
| 6M | -7.2% | +51.7% | -58.9% | -10.6% |
| YTD | +15.6% | +2.9% | +12.8% | +13.2% |
| 1Y | +24.2% | -15.5% | +39.6% | +21.3% |
| All | -13.7% | +0.6% | -14.4% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling