+137.7%
UAL vs ODFL
+27.3%
+110.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -16.5% | -13.4% | -3.0% | -10.6% |
| 3M | +2.8% | -24.2% | +26.9% | +16.6% |
| 6M | +17.6% | -3.3% | +20.9% | +18.4% |
| YTD | -3.2% | +19.8% | -23.0% | -12.7% |
| 1Y | +0.4% | +24.5% | -24.1% | -11.7% |
| 3Y | +128.2% | -9.6% | +137.8% | +123.8% |
| 5Y | +137.7% | +28.0% | +109.7% | +93.6% |
| All | +137.7% | +27.3% | +110.4% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling