-5.6%
ODFL vs FBTC
+59.7%
-65.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.6% |
| 7D | -2.8% | -5.8% | +3.0% | -2.0% |
| 30D | -13.7% | +21.4% | -35.1% | -16.0% |
| 3M | -23.4% | +24.5% | -47.8% | -25.8% |
| 6M | -7.2% | +9.9% | -17.0% | -8.8% |
| YTD | +15.6% | -12.0% | +27.7% | +16.7% |
| 1Y | +24.2% | -32.3% | +56.5% | +30.3% |
| All | -5.6% | +59.7% | -65.3% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling