-44.3%
FLUT vs ODFL
-12.7%
-31.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.7% |
| 7D | -2.6% | -3.0% | +0.4% | -1.9% |
| 30D | +5.4% | -14.3% | +19.6% | +9.1% |
| 3M | -10.8% | -26.7% | +16.0% | -4.3% |
| 6M | -9.2% | -7.5% | -1.7% | -8.3% |
| YTD | -53.8% | +16.5% | -70.3% | -56.6% |
| 1Y | -66.0% | +23.5% | -89.5% | -68.7% |
| All | -44.3% | -12.7% | -31.6% | -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