+75.9%
UBER vs ODFL
+297.9%
-221.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | -2.5% | -13.4% | +10.9% | +3.4% |
| 3M | +4.4% | -24.2% | +28.6% | +16.9% |
| 6M | -2.7% | -3.3% | +0.7% | -3.1% |
| YTD | -10.5% | +19.8% | -30.3% | -20.8% |
| 1Y | -22.5% | +24.5% | -47.0% | -33.3% |
| 3Y | +54.8% | -9.6% | +64.4% | +49.4% |
| 5Y | +82.5% | +28.0% | +54.5% | +37.7% |
| All | +75.9% | +297.9% | -221.9% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling