-26.8%
UPS vs ODFL
-12.7%
-14.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.3% |
| 7D | -3.7% | -3.0% | -0.7% | -2.6% |
| 30D | -3.7% | -14.3% | +10.5% | +1.6% |
| 3M | -6.6% | -26.7% | +20.2% | +4.2% |
| 6M | +2.6% | -7.5% | +10.0% | +5.1% |
| YTD | +4.8% | +16.5% | -11.8% | -1.4% |
| 1Y | +25.3% | +23.5% | +1.8% | +15.1% |
| All | -26.8% | -12.7% | -14.1% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling