+96.1%
ODFL vs UPST
+7.9%
+88.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -6.3% | -3.5% | -2.7% | -6.0% |
| 30D | -13.6% | -7.1% | -6.5% | -13.1% |
| 3M | -24.2% | -13.1% | -11.1% | -23.4% |
| 6M | -13.8% | -1.1% | -12.7% | -14.2% |
| YTD | +19.0% | -35.9% | +54.9% | +22.5% |
| 1Y | +25.7% | -57.4% | +83.1% | +33.2% |
| 3Y | -13.1% | -14.9% | +1.8% | -17.7% |
| 5Y | +26.7% | -88.7% | +115.3% | +19.6% |
| All | +96.1% | +7.9% | +88.2% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling