-13.7%
ODFL vs UL
+19.9%
-33.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -2.8% | -4.1% | +1.3% | -2.1% |
| 30D | -13.7% | -1.2% | -12.5% | -13.5% |
| 3M | -23.4% | +6.0% | -29.3% | -24.1% |
| 6M | -7.2% | -5.5% | -1.7% | -6.3% |
| YTD | +15.6% | -3.3% | +19.0% | +16.5% |
| 1Y | +24.2% | -9.8% | +34.0% | +26.4% |
| All | -13.7% | +19.9% | -33.7% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling