+73.1%
ODFL vs OUST
-60.6%
+133.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -5.4% | +31.9% | -37.3% | -7.5% |
| 30D | -7.7% | -4.2% | -3.5% | -7.8% |
| 3M | -20.8% | -9.3% | -11.5% | -20.9% |
| 6M | -15.0% | +51.7% | -66.7% | -20.2% |
| YTD | +7.6% | +76.6% | -69.0% | -1.1% |
| 1Y | +22.7% | +48.9% | -26.2% | +14.1% |
| 3Y | -12.9% | +675.3% | -688.1% | -34.6% |
| 5Y | -0.1% | -44.0% | +44.0% | -14.5% |
| All | +73.1% | -60.6% | +133.7% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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