+1,663.9%
FLUT vs ODFL
+21,108.6%
-19,444.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -1.2% | +0.6% | -1.9% | -1.3% |
| 30D | +5.0% | -6.3% | +11.3% | +5.5% |
| 3M | -16.4% | -19.1% | +2.7% | -15.0% |
| 6M | -14.6% | -9.9% | -4.7% | -14.0% |
| YTD | -61.9% | +9.9% | -71.8% | -62.4% |
| 1Y | -65.0% | +24.4% | -89.4% | -65.8% |
| 3Y | -44.8% | -11.0% | -33.8% | -45.0% |
| 5Y | -49.9% | -1.4% | -48.5% | -50.8% |
| 10Y | -26.1% | +555.3% | -581.3% | -33.9% |
| All | +1,663.9% | +21,108.6% | -19,444.7% | +1,296.3% |
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