+31,848.5%
ODFL vs UL
+2,259.0%
+29,589.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +5.8% | +1.1% | +4.7% | +5.5% |
| 30D | -5.3% | +4.5% | -9.8% | -6.7% |
| 3M | -19.0% | +6.5% | -25.4% | -20.6% |
| 6M | -7.5% | +18.2% | -25.6% | -12.6% |
| YTD | +11.8% | +4.7% | +7.1% | +9.5% |
| 1Y | +29.7% | +0.8% | +28.9% | +28.4% |
| 3Y | -9.1% | +35.9% | -45.0% | -19.1% |
| 5Y | +0.2% | +33.4% | -33.2% | -11.1% |
| 10Y | +566.3% | +106.9% | +459.4% | +403.7% |
| All | +31,848.5% | +2,259.0% | +29,589.4% | +9,921.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling