+546.0%
ODFL vs UTHR
+364.7%
+181.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.7% |
| 7D | +5.8% | +5.2% | +0.6% | +4.9% |
| 30D | -5.3% | +9.5% | -14.8% | -6.7% |
| 3M | -19.0% | +17.9% | -36.9% | -21.4% |
| 6M | -7.5% | +2.0% | -9.5% | -8.1% |
| YTD | +11.8% | +21.3% | -9.5% | +7.0% |
| 1Y | +29.7% | +27.9% | +1.8% | +22.9% |
| 3Y | -9.1% | +162.3% | -171.5% | -27.0% |
| 5Y | +0.2% | +190.7% | -190.5% | -23.0% |
| All | +546.0% | +364.7% | +181.4% | +309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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