+541.4%
ODFL vs URA
+272.4%
+269.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.9% |
| 7D | -5.4% | +0.3% | -5.7% | -5.5% |
| 30D | -7.7% | -14.8% | +7.1% | -4.6% |
| 3M | -20.8% | -25.3% | +4.5% | -16.0% |
| 6M | -15.0% | -39.9% | +24.9% | -6.0% |
| YTD | +7.6% | -22.4% | +30.0% | +10.4% |
| 1Y | +22.7% | -29.0% | +51.7% | +28.2% |
| 3Y | -12.9% | +41.0% | -53.9% | -27.7% |
| 5Y | -0.1% | +38.3% | -38.4% | -19.8% |
| All | +541.4% | +272.4% | +269.0% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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