-15.2%
ODFL vs UMAC
+473.8%
-489.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | -0.4% |
| 7D | -3.3% | -3.4% | +0.1% | -3.2% |
| 30D | -15.3% | -15.1% | -0.2% | -15.1% |
| 3M | -27.3% | -10.8% | -16.6% | -27.3% |
| 6M | -4.5% | +15.7% | -20.2% | -5.5% |
| YTD | +15.1% | +80.1% | -65.0% | +12.6% |
| 1Y | +21.1% | +116.7% | -95.6% | +17.5% |
| All | -15.2% | +473.8% | -489.0% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling