+34,131.0%
ODFL vs UDR
+2,393.9%
+31,737.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.9% |
| 7D | +0.2% | -2.1% | +2.2% | +0.9% |
| 30D | -13.4% | -5.6% | -7.8% | -11.5% |
| 3M | -24.2% | -5.8% | -18.4% | -22.5% |
| 6M | -3.3% | -1.1% | -2.2% | -3.1% |
| YTD | +19.8% | +1.6% | +18.2% | +18.8% |
| 1Y | +24.5% | -2.7% | +27.2% | +25.4% |
| 3Y | -9.6% | +6.3% | -15.9% | -12.6% |
| 5Y | +28.0% | -19.3% | +47.4% | +36.9% |
| 10Y | +735.3% | +46.0% | +689.3% | +582.1% |
| All | +34,131.0% | +2,393.9% | +31,737.2% | +16,889.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling