-13.7%
ODFL vs BTI
+108.0%
-121.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -2.8% | -2.0% | -0.8% | -2.6% |
| 30D | -13.7% | -3.4% | -10.2% | -13.3% |
| 3M | -23.4% | -9.0% | -14.4% | -22.5% |
| 6M | -7.2% | -5.0% | -2.1% | -6.8% |
| YTD | +15.6% | -0.3% | +16.0% | +15.5% |
| 1Y | +24.2% | +3.1% | +21.1% | +23.8% |
| All | -13.7% | +108.0% | -121.7% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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