+1,645.8%
FLUT vs ODFL
+21,464.4%
-19,818.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -0.7% | +5.8% | -6.5% | -1.2% |
| 30D | +9.3% | -5.3% | +14.6% | +9.7% |
| 3M | -17.5% | -19.0% | +1.5% | -16.1% |
| 6M | -14.6% | -7.5% | -7.1% | -14.2% |
| YTD | -62.3% | +11.8% | -74.1% | -62.8% |
| 1Y | -59.6% | +29.7% | -89.3% | -60.7% |
| 3Y | -45.3% | -9.1% | -36.2% | -45.5% |
| 5Y | -50.4% | +0.2% | -50.6% | -51.4% |
| 10Y | -26.8% | +566.3% | -593.1% | -34.7% |
| All | +1,645.8% | +21,464.4% | -19,818.6% | +1,280.0% |
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