+27.3%
ODFL vs USHY
+20.9%
+6.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | -3.3% | -0.7% | -2.6% | -1.7% |
| 30D | -15.3% | -0.7% | -14.6% | -13.9% |
| 3M | -27.3% | +0.1% | -27.4% | -27.4% |
| 6M | -4.5% | +1.8% | -6.3% | -7.9% |
| YTD | +15.1% | +1.8% | +13.4% | +11.2% |
| 1Y | +21.1% | +3.3% | +17.8% | +13.3% |
| 3Y | -14.1% | +27.0% | -41.1% | -46.8% |
| All | +27.3% | +20.9% | +6.3% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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