+27.7%
ODFL vs UMAC
+2.9%
+24.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.9% | +11.8% | +1.1% |
| 7D | +3.5% | -26.0% | +29.6% | +3.8% |
| 30D | 0.0% | -40.3% | +40.3% | +0.4% |
| 3M | -18.1% | -51.1% | +33.1% | -17.6% |
| 6M | -6.4% | -5.6% | -0.7% | -5.9% |
| YTD | +14.9% | +2.3% | +12.6% | +12.2% |
| 1Y | +27.7% | +7.9% | +19.8% | +24.5% |
| All | +27.7% | +2.9% | +24.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling