+719.8%
ODFL vs UL
+66.7%
+653.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.6% |
| 7D | -3.3% | -3.4% | +0.1% | -2.2% |
| 30D | -15.3% | +0.5% | -15.8% | -15.4% |
| 3M | -27.3% | +7.2% | -34.6% | -29.1% |
| 6M | -4.5% | -3.1% | -1.4% | -4.0% |
| YTD | +15.1% | -2.7% | +17.9% | +15.6% |
| 1Y | +21.1% | -10.2% | +31.3% | +24.5% |
| 3Y | -14.1% | +20.3% | -34.4% | -20.9% |
| 5Y | +26.6% | +19.9% | +6.6% | +15.0% |
| All | +719.8% | +66.7% | +653.2% | +646.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling