+44.3%
ODFL vs BTDR
+23.3%
+21.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.6% |
| 7D | -3.0% | +14.8% | -17.8% | -3.6% |
| 30D | -14.3% | +41.8% | -56.1% | -15.6% |
| 3M | -26.7% | -29.2% | +2.4% | -26.0% |
| 6M | -7.5% | +66.2% | -73.6% | -10.3% |
| YTD | +16.5% | +10.0% | +6.5% | +14.5% |
| 1Y | +23.5% | -11.0% | +34.5% | +21.3% |
| 3Y | -12.1% | +6.9% | -19.0% | -17.9% |
| 5Y | +28.9% | +24.7% | +4.2% | +25.4% |
| All | +44.3% | +23.3% | +21.0% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling