-6.5%
ODFL vs BTSG
+382.3%
-388.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.9% | +0.2% |
| 7D | -2.8% | -5.8% | +3.0% | -2.0% |
| 30D | -13.7% | 0.0% | -13.6% | -13.8% |
| 3M | -23.4% | -4.5% | -18.9% | -23.5% |
| 6M | -7.2% | +40.0% | -47.2% | -13.5% |
| YTD | +15.6% | +54.6% | -38.9% | +5.9% |
| 1Y | +24.2% | +106.1% | -82.0% | +8.1% |
| All | -6.5% | +382.3% | -388.8% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 5y: compounded portfolio wealth divided by compounded BTSG 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…
5y analysis · Full analysis span regression · 6 months rolling