-44.7%
FLUT vs ODFL
-10.6%
-34.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | -1.2% | +0.6% | -1.9% | -1.4% |
| 30D | +5.0% | -6.3% | +11.3% | +6.4% |
| 3M | -16.4% | -19.1% | +2.7% | -12.5% |
| 6M | -14.6% | -9.9% | -4.7% | -13.1% |
| YTD | -61.9% | +9.9% | -71.8% | -63.8% |
| 1Y | -65.0% | +24.4% | -89.4% | -68.0% |
| All | -44.7% | -10.6% | -34.1% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling