+746.5%
ODFL vs URA
+369.2%
+377.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.4% |
| 7D | -3.0% | +5.7% | -8.7% | -4.2% |
| 30D | -14.3% | +5.6% | -19.8% | -15.4% |
| 3M | -26.7% | +6.2% | -32.9% | -28.1% |
| 6M | -7.5% | -8.2% | +0.8% | -6.9% |
| YTD | +16.5% | +9.7% | +6.9% | +11.2% |
| 1Y | +23.5% | +17.0% | +6.5% | +14.2% |
| 3Y | -12.1% | +118.5% | -130.6% | -34.2% |
| 5Y | +28.9% | +134.3% | -105.4% | -10.0% |
| 10Y | +746.5% | +377.5% | +369.0% | +324.2% |
| All | +746.5% | +369.2% | +377.2% | +324.2% |
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