-1.4%
ODFL vs OUST
-48.5%
+47.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.0% |
| 7D | +0.6% | +19.9% | -19.3% | -0.9% |
| 30D | -6.3% | +3.6% | -9.9% | -7.0% |
| 3M | -19.1% | -20.6% | +1.5% | -18.3% |
| 6M | -9.9% | +35.1% | -45.0% | -15.1% |
| YTD | +9.9% | +69.1% | -59.2% | +0.5% |
| 1Y | +24.4% | +49.9% | -25.5% | +14.6% |
| 3Y | -11.0% | +642.4% | -653.4% | -35.7% |
| 5Y | -1.4% | -48.3% | +46.9% | -6.6% |
| All | -1.4% | -48.5% | +47.0% | -6.6% |
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