-9.1%
ODFL vs OUST
+594.6%
-603.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.5% | +10.2% | +2.2% |
| 7D | +5.8% | -3.8% | +9.6% | +6.0% |
| 30D | -5.3% | +5.1% | -10.4% | -6.0% |
| 3M | -19.0% | -25.8% | +6.8% | -17.9% |
| 6M | -7.5% | -2.0% | -5.5% | -9.8% |
| YTD | +11.8% | +54.7% | -42.9% | +3.7% |
| 1Y | +29.7% | +48.8% | -19.1% | +20.4% |
| 3Y | -9.1% | +607.8% | -617.0% | -33.1% |
| All | -9.1% | +594.6% | -603.7% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling