+5,681.7%
FLEX vs ODFL
+24,488.9%
-18,807.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.4% |
| 7D | +2.2% | -5.0% | +7.2% | +3.6% |
| 30D | -32.6% | -6.3% | -26.4% | -31.7% |
| 3M | -35.5% | -18.5% | -17.0% | -32.5% |
| 6M | -45.6% | -12.4% | -33.2% | -44.1% |
| YTD | +30.7% | +9.2% | +21.5% | +26.7% |
| 1Y | +28.4% | +23.0% | +5.4% | +20.9% |
| 3Y | +301.7% | -11.6% | +313.3% | +301.5% |
| 5Y | +473.3% | +0.1% | +473.1% | +451.0% |
| 10Y | +651.7% | +550.8% | +100.9% | +394.1% |
| All | +5,681.7% | +24,488.9% | -18,807.2% | +2,069.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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