+221.2%
UPS vs ODFL
+34,632.0%
-34,410.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -2.3% | -13.4% | +11.1% | +1.1% |
| 3M | -5.2% | -24.2% | +19.0% | +1.2% |
| 6M | +1.4% | -3.3% | +4.7% | +2.0% |
| YTD | +6.1% | +19.8% | -13.7% | +1.1% |
| 1Y | +27.0% | +24.5% | +2.5% | +19.6% |
| 3Y | -25.9% | -9.6% | -16.3% | -26.1% |
| 5Y | -34.6% | +28.0% | -62.6% | -40.4% |
| 10Y | +36.2% | +735.3% | -699.1% | -16.6% |
| All | +221.2% | +34,632.0% | -34,410.8% | +16.6% |
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