-13.1%
ODFL vs UDR
+4.1%
-17.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.8% |
| 7D | -3.0% | -3.3% | +0.2% | -1.4% |
| 30D | -14.3% | -5.6% | -8.6% | -11.9% |
| 3M | -26.7% | -9.4% | -17.3% | -23.2% |
| 6M | -7.5% | -3.0% | -4.5% | -6.3% |
| YTD | +16.5% | -0.4% | +16.9% | +16.5% |
| 1Y | +23.5% | -5.1% | +28.7% | +26.2% |
| All | -13.1% | +4.1% | -17.2% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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