+96.5%
UAL vs ODFL
+565.4%
-469.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.6% |
| 7D | +2.3% | -5.0% | +7.2% | +5.0% |
| 30D | +13.3% | -6.3% | +19.6% | +17.2% |
| 3M | -6.3% | -18.5% | +12.2% | +3.9% |
| 6M | +22.5% | -12.4% | +34.9% | +29.7% |
| YTD | +5.9% | +9.2% | -3.3% | -1.5% |
| 1Y | +24.7% | +23.0% | +1.7% | +8.5% |
| 3Y | +211.6% | -11.6% | +223.2% | +208.4% |
| 5Y | +130.6% | +0.1% | +130.4% | +103.4% |
| 10Y | +96.5% | +550.8% | -454.4% | -42.6% |
| All | +96.5% | +565.4% | -469.0% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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