+54.0%
UNP vs ODFL
+26.9%
+27.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | -1.2% | -2.8% | +1.6% | -0.3% |
| 30D | -2.0% | -13.7% | +11.7% | +2.7% |
| 3M | +7.5% | -23.4% | +30.9% | +16.8% |
| 6M | +15.3% | -7.2% | +22.5% | +17.2% |
| YTD | +25.4% | +15.6% | +9.8% | +17.9% |
| 1Y | +35.6% | +24.2% | +11.4% | +24.0% |
| 3Y | +44.1% | -12.8% | +56.9% | +43.4% |
| 5Y | +54.0% | +27.1% | +26.8% | +27.1% |
| All | +54.0% | +26.9% | +27.0% | +27.1% |
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