+28.0%
ODFL vs URA
+131.0%
-103.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.1% |
| 7D | +0.2% | +8.1% | -7.9% | -1.2% |
| 30D | -13.4% | +5.8% | -19.2% | -14.4% |
| 3M | -24.2% | +3.4% | -27.6% | -24.9% |
| 6M | -3.3% | -2.6% | -0.7% | -3.8% |
| YTD | +19.8% | +11.2% | +8.6% | +15.1% |
| 1Y | +24.5% | +19.8% | +4.7% | +16.2% |
| 3Y | -9.6% | +121.5% | -131.1% | -29.7% |
| 5Y | +28.0% | +134.5% | -106.4% | -4.9% |
| All | +28.0% | +131.0% | -103.0% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling