+21.1%
ODFL vs FBTC
-32.3%
+53.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.3% | -3.1% | -0.2% | -3.0% |
| 30D | -15.3% | +22.0% | -37.3% | -16.8% |
| 3M | -27.3% | +21.6% | -49.0% | -28.6% |
| 6M | -4.5% | +9.2% | -13.7% | -5.5% |
| YTD | +15.1% | -11.8% | +26.9% | +15.3% |
| 1Y | +21.1% | -32.7% | +53.8% | +29.5% |
| All | +21.1% | -32.3% | +53.3% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 1y: compounded portfolio wealth divided by compounded FBTC 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…
1y analysis · Full analysis span regression · 6 months rolling