+27.1%
ODFL vs UDR
-20.3%
+47.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.4% |
| 7D | -2.8% | -3.4% | +0.6% | -0.9% |
| 30D | -13.7% | -5.4% | -8.2% | -11.0% |
| 3M | -23.4% | -10.0% | -13.4% | -18.8% |
| 6M | -7.2% | -2.5% | -4.6% | -6.2% |
| YTD | +15.6% | -1.1% | +16.8% | +15.8% |
| 1Y | +24.2% | -3.9% | +28.1% | +26.1% |
| 3Y | -12.8% | +3.4% | -16.2% | -15.8% |
| 5Y | +27.1% | -18.9% | +46.0% | +45.9% |
| All | +27.1% | -20.3% | +47.4% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling