-2.2%
ODFL vs FBTC
+62.5%
-64.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +0.2% | +1.5% | -1.4% | -0.1% |
| 30D | -13.4% | +20.7% | -34.1% | -15.7% |
| 3M | -24.2% | +23.7% | -47.8% | -26.5% |
| 6M | -3.3% | +15.0% | -18.3% | -5.7% |
| YTD | +19.8% | -10.5% | +30.3% | +20.6% |
| 1Y | +24.5% | -30.3% | +54.8% | +30.1% |
| All | -2.2% | +62.5% | -64.7% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling