-13.1%
ODFL vs FLR
+56.0%
-69.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.1% |
| 7D | -3.0% | -3.1% | +0.1% | -2.4% |
| 30D | -14.3% | +4.9% | -19.2% | -15.2% |
| 3M | -26.7% | +10.8% | -37.5% | -28.8% |
| 6M | -7.5% | +19.7% | -27.1% | -12.2% |
| YTD | +16.5% | +38.4% | -21.8% | +6.8% |
| 1Y | +23.5% | +34.7% | -11.2% | +13.2% |
| All | -13.1% | +56.0% | -69.1% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling