+97.3%
ODFL vs UPST
+3.8%
+93.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.0% |
| 7D | +0.2% | -1.5% | +1.7% | +0.3% |
| 30D | -13.4% | -13.2% | -0.2% | -12.4% |
| 3M | -24.2% | -13.0% | -11.2% | -23.4% |
| 6M | -3.3% | -2.9% | -0.4% | -3.6% |
| YTD | +19.8% | -38.3% | +58.1% | +23.7% |
| 1Y | +24.5% | -60.5% | +85.0% | +32.9% |
| 3Y | -9.6% | -11.7% | +2.1% | -14.6% |
| 5Y | +28.0% | -90.2% | +118.2% | +21.5% |
| All | +97.3% | +3.8% | +93.5% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling