-14.1%
ODFL vs BTG
+94.8%
-108.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -3.3% | -3.8% | +0.5% | -3.1% |
| 30D | -15.3% | +3.6% | -18.9% | -15.5% |
| 3M | -27.3% | +32.0% | -59.3% | -28.5% |
| 6M | -4.5% | +3.4% | -7.9% | -5.3% |
| YTD | +15.1% | +20.8% | -5.6% | +13.1% |
| 1Y | +21.1% | +22.4% | -1.3% | +18.5% |
| 3Y | -14.1% | +91.7% | -105.8% | -18.9% |
| All | -14.1% | +94.8% | -108.9% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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