+5,728.7%
ODFL vs ULTA
+1,541.3%
+4,187.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.5% |
| 7D | -2.8% | -3.9% | +1.1% | -1.8% |
| 30D | -13.7% | -1.1% | -12.6% | -13.6% |
| 3M | -23.4% | +13.8% | -37.1% | -26.3% |
| 6M | -7.2% | -17.2% | +10.1% | -3.3% |
| YTD | +15.6% | -11.5% | +27.1% | +18.3% |
| 1Y | +24.2% | +3.9% | +20.3% | +21.3% |
| 3Y | -12.8% | +29.5% | -42.2% | -21.6% |
| 5Y | +27.1% | +42.9% | -15.8% | +10.2% |
| 10Y | +739.9% | +124.4% | +615.6% | +492.7% |
| All | +5,728.7% | +1,541.3% | +4,187.4% | +1,634.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling