-11.0%
FLUT vs ODFL
+745.7%
-756.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -3.6% | -2.8% | -0.8% | -3.1% |
| 30D | -0.3% | -13.7% | +13.3% | +1.9% |
| 3M | -12.6% | -23.4% | +10.7% | -9.0% |
| 6M | -8.0% | -7.2% | -0.8% | -7.3% |
| YTD | -54.1% | +15.6% | -69.7% | -55.6% |
| 1Y | -66.1% | +24.2% | -90.3% | -67.7% |
| 3Y | -45.0% | -12.8% | -32.3% | -45.4% |
| 5Y | -51.2% | +27.1% | -78.4% | -54.3% |
| All | -11.0% | +745.7% | -756.7% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling