+10.6%
ODFL vs FLNC
-71.1%
+81.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.5% | -0.4% |
| 7D | -2.8% | -5.0% | +2.2% | -2.4% |
| 30D | -13.7% | -26.1% | +12.4% | -11.3% |
| 3M | -23.4% | -55.2% | +31.8% | -18.2% |
| 6M | -7.2% | -42.6% | +35.4% | -5.8% |
| YTD | +15.6% | -51.0% | +66.6% | +17.4% |
| 1Y | +24.2% | +43.3% | -19.2% | +7.5% |
| 3Y | -12.8% | -63.4% | +50.6% | -19.3% |
| All | +10.6% | -71.1% | +81.7% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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