+546.0%
ODFL vs URA
+266.3%
+279.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +5.8% | -1.5% | +7.4% | +6.2% |
| 30D | -5.3% | -10.4% | +5.1% | -3.2% |
| 3M | -19.0% | -29.6% | +10.7% | -12.9% |
| 6M | -7.5% | -40.3% | +32.8% | +2.4% |
| YTD | +11.8% | -25.5% | +37.3% | +15.7% |
| 1Y | +29.7% | -26.4% | +56.1% | +34.2% |
| 3Y | -9.1% | +31.4% | -40.6% | -23.3% |
| 5Y | +0.2% | +28.6% | -28.4% | -18.2% |
| All | +546.0% | +266.3% | +279.8% | +267.2% |
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