+144.1%
UMC vs ODFL
+25.4%
+118.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +9.0% | -3.3% | +12.3% | +10.1% |
| 30D | +17.2% | -15.3% | +32.5% | +23.2% |
| 3M | +11.4% | -27.3% | +38.7% | +22.4% |
| 6M | +137.5% | -4.5% | +142.0% | +137.7% |
| YTD | +193.1% | +15.1% | +178.0% | +172.3% |
| 1Y | +240.3% | +21.1% | +219.2% | +209.0% |
| 3Y | +262.2% | -14.1% | +276.3% | +257.3% |
| All | +144.1% | +25.4% | +118.7% | +87.6% |
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