+26.3%
ODFL vs OUST
-56.2%
+82.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -6.3% | +5.2% | -11.5% | -6.7% |
| 30D | -13.6% | -19.3% | +5.7% | -12.3% |
| 3M | -24.2% | -22.6% | -1.5% | -24.0% |
| 6M | -13.8% | +62.8% | -76.6% | -20.0% |
| YTD | +19.0% | +68.3% | -49.3% | +9.6% |
| 1Y | +25.7% | +28.5% | -2.9% | +16.9% |
| 3Y | -13.1% | +554.0% | -567.2% | -36.1% |
| All | +26.3% | -56.2% | +82.5% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling