-14.1%
ODFL vs UVXY
-94.8%
+80.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.8% | +6.4% | -1.3% |
| 7D | -3.3% | +2.8% | -6.1% | -2.9% |
| 30D | -15.3% | -11.4% | -3.9% | -16.4% |
| 3M | -27.3% | -41.5% | +14.2% | -31.8% |
| 6M | -4.5% | -61.0% | +56.6% | -13.5% |
| YTD | +15.1% | -49.8% | +65.0% | +9.4% |
| 1Y | +21.1% | -66.4% | +87.5% | +11.2% |
| 3Y | -14.1% | -94.8% | +80.7% | -28.9% |
| All | -14.1% | -94.8% | +80.7% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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