+69.9%
ODFL vs OUST
-64.1%
+134.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +14.0% | -17.3% | -4.3% |
| 7D | -4.4% | +17.0% | -21.4% | -5.7% |
| 30D | -6.1% | -16.5% | +10.4% | -5.2% |
| 3M | -21.9% | -23.7% | +1.8% | -20.9% |
| 6M | -17.6% | +18.4% | -35.9% | -21.1% |
| YTD | +5.6% | +60.8% | -55.2% | -2.3% |
| 1Y | +20.5% | +44.2% | -23.7% | +12.2% |
| 3Y | -14.8% | +668.1% | -682.9% | -36.1% |
| 5Y | -3.0% | -48.8% | +45.9% | -16.4% |
| All | +69.9% | -64.1% | +134.1% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling