-9.8%
ODFL vs UPST
+2.1%
-11.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.4% |
| 7D | -3.0% | +4.4% | -7.4% | -3.5% |
| 30D | -6.1% | -7.7% | +1.6% | -5.4% |
| 3M | -20.9% | -28.4% | +7.5% | -18.0% |
| 6M | -13.6% | -23.2% | +9.6% | -11.5% |
| YTD | +9.4% | -49.1% | +58.6% | +16.4% |
| 1Y | +22.9% | -42.4% | +65.3% | +28.8% |
| 3Y | -9.8% | +5.4% | -15.1% | -16.1% |
| All | -9.8% | +2.1% | -11.9% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling