+2,700.8%
ODFL vs UVXY
-100.0%
+2,800.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -5.9% | -0.2% |
| 7D | -2.8% | +11.0% | -13.8% | -1.6% |
| 30D | -13.7% | -8.8% | -4.9% | -14.5% |
| 3M | -23.4% | -41.9% | +18.5% | -27.7% |
| 6M | -7.2% | -61.2% | +54.0% | -15.3% |
| YTD | +15.6% | -46.2% | +61.8% | +11.4% |
| 1Y | +24.2% | -65.2% | +89.4% | +15.2% |
| 3Y | -12.8% | -94.6% | +81.8% | -23.6% |
| 5Y | +27.1% | -99.7% | +126.8% | -8.0% |
| 10Y | +739.9% | -100.0% | +839.9% | +344.1% |
| All | +2,700.8% | -100.0% | +2,800.8% | +516.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling