-14.2%
ODFL vs UMAC
+508.0%
-522.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.7% | -2.6% |
| 7D | -3.0% | +3.3% | -6.3% | -3.1% |
| 30D | -14.3% | -10.4% | -3.9% | -14.2% |
| 3M | -26.7% | +1.8% | -28.5% | -26.9% |
| 6M | -7.5% | +40.7% | -48.2% | -8.8% |
| YTD | +16.5% | +90.9% | -74.4% | +13.8% |
| 1Y | +23.5% | +151.8% | -128.2% | +19.5% |
| All | -14.2% | +508.0% | -522.2% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling