+7,034.0%
UNP vs ODFL
+32,863.2%
-25,829.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -1.1% | -13.4% | +12.3% | +1.2% |
| 3M | +7.9% | -24.2% | +32.0% | +12.7% |
| 6M | +14.6% | -3.3% | +17.9% | +14.9% |
| YTD | +26.6% | +19.8% | +6.8% | +22.3% |
| 1Y | +35.6% | +24.5% | +11.0% | +29.9% |
| 3Y | +45.5% | -9.6% | +55.1% | +45.1% |
| 5Y | +50.0% | +28.0% | +22.0% | +40.3% |
| 10Y | +271.8% | +735.3% | -463.4% | +168.8% |
| All | +7,034.0% | +32,863.2% | -25,829.2% | +3,620.6% |
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 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