-7.5%
ODFL vs FBTC
-14.2%
+6.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +1.7% |
| 7D | +5.8% | -9.2% | +15.0% | +6.0% |
| 30D | -5.3% | -15.8% | +10.5% | -5.1% |
| 3M | -19.0% | +8.7% | -27.6% | -17.7% |
| 6M | -7.5% | -13.6% | +6.1% | -0.2% |
| All | -7.5% | -14.2% | +6.7% | -0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling