-13.1%
ODFL vs UTHR
+125.3%
-138.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -2.9% |
| 7D | -3.0% | +3.0% | -6.0% | -3.3% |
| 30D | -14.3% | -4.3% | -9.9% | -13.9% |
| 3M | -26.7% | -8.4% | -18.4% | -26.2% |
| 6M | -7.5% | -4.2% | -3.3% | -7.4% |
| YTD | +16.5% | +4.0% | +12.5% | +15.3% |
| 1Y | +23.5% | +25.5% | -2.0% | +19.2% |
| All | -13.1% | +125.3% | -138.3% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling