-14.1%
ODFL vs ULTA
+31.2%
-45.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.0% |
| 7D | -3.3% | -3.1% | -0.2% | -2.5% |
| 30D | -15.3% | +2.8% | -18.1% | -16.1% |
| 3M | -27.3% | +14.8% | -42.1% | -30.4% |
| 6M | -4.5% | -16.2% | +11.7% | -0.5% |
| YTD | +15.1% | -9.6% | +24.8% | +17.3% |
| 1Y | +21.1% | +4.8% | +16.3% | +17.8% |
| 3Y | -14.1% | +30.7% | -44.8% | -28.1% |
| All | -14.1% | +31.2% | -45.3% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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