+2,709.0%
ODFL vs URA
-49.7%
+2,758.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | -5.0% | +2.9% | -7.8% | -5.7% |
| 30D | -6.3% | -10.8% | +4.5% | -3.7% |
| 3M | -18.5% | -25.5% | +7.1% | -12.6% |
| 6M | -12.4% | -41.2% | +28.8% | -0.9% |
| YTD | +9.2% | -21.3% | +30.5% | +12.2% |
| 1Y | +23.0% | -25.7% | +48.7% | +27.9% |
| 3Y | -11.6% | +43.1% | -54.7% | -28.1% |
| 5Y | +0.1% | +35.6% | -35.4% | -20.3% |
| 10Y | +550.8% | +281.3% | +269.5% | +233.3% |
| All | +2,709.0% | -49.7% | +2,758.7% | +2,445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling