+1,135.8%
URI vs ODFL
+559.8%
+576.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.4% |
| 7D | +6.7% | +5.8% | +0.9% | +2.9% |
| 30D | +8.9% | -5.3% | +14.2% | +12.5% |
| 3M | +0.5% | -19.0% | +19.5% | +14.7% |
| 6M | +20.7% | -7.5% | +28.1% | +24.9% |
| YTD | +40.0% | +11.8% | +28.3% | +25.7% |
| 1Y | +34.4% | +29.7% | +4.7% | +8.5% |
| 3Y | +149.5% | -9.1% | +158.6% | +142.9% |
| 5Y | +205.6% | +0.2% | +205.3% | +163.3% |
| All | +1,135.8% | +559.8% | +576.1% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling