+91.9%
ODFL vs UPST
-0.4%
+92.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -2.3% |
| 7D | -3.0% | -8.1% | +5.1% | -2.3% |
| 30D | -14.3% | -14.3% | 0.0% | -13.1% |
| 3M | -26.7% | -16.6% | -10.1% | -25.7% |
| 6M | -7.5% | -7.3% | -0.2% | -7.4% |
| YTD | +16.5% | -40.8% | +57.3% | +20.8% |
| 1Y | +23.5% | -62.4% | +86.0% | +32.4% |
| 3Y | -12.1% | -15.3% | +3.2% | -16.6% |
| 5Y | +28.9% | -91.1% | +120.0% | +22.9% |
| All | +91.9% | -0.4% | +92.4% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded UPST 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling