+723.3%
ODFL vs UTHR
+319.3%
+404.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -2.8% | +2.8% | -5.6% | -3.3% |
| 30D | -13.7% | -2.3% | -11.4% | -13.4% |
| 3M | -23.4% | -7.4% | -16.0% | -22.5% |
| 6M | -7.2% | -6.0% | -1.2% | -6.6% |
| YTD | +15.6% | +3.4% | +12.2% | +13.9% |
| 1Y | +24.2% | +27.1% | -2.9% | +17.4% |
| 3Y | -12.8% | +123.8% | -136.6% | -28.1% |
| 5Y | +27.1% | +139.6% | -112.5% | +0.9% |
| All | +723.3% | +319.3% | +404.0% | +414.4% |
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