+719.8%
ODFL vs FLR
+19.7%
+700.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -3.3% | -3.5% | +0.2% | -2.8% |
| 30D | -15.3% | +4.2% | -19.5% | -15.8% |
| 3M | -27.3% | +8.1% | -35.4% | -28.4% |
| 6M | -4.5% | +21.5% | -26.0% | -7.8% |
| YTD | +15.1% | +36.8% | -21.6% | +9.2% |
| 1Y | +21.1% | +31.2% | -10.1% | +15.2% |
| 3Y | -14.1% | +53.9% | -68.0% | -21.5% |
| 5Y | +26.6% | +243.0% | -216.4% | +4.5% |
| All | +719.8% | +19.7% | +700.1% | +738.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling