-9.1%
ODFL vs UPST
-4.9%
-4.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.5% | +1.4% |
| 7D | +5.8% | -10.6% | +16.5% | +7.2% |
| 30D | -5.3% | -14.0% | +8.7% | -3.8% |
| 3M | -19.0% | -36.8% | +17.9% | -14.7% |
| 6M | -7.5% | -27.5% | +20.1% | -4.6% |
| YTD | +11.8% | -55.3% | +67.1% | +20.6% |
| 1Y | +29.7% | -47.5% | +77.2% | +37.4% |
| 3Y | -9.1% | -10.4% | +1.3% | -13.1% |
| All | -9.1% | -4.9% | -4.2% | -13.1% |
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