+75.4%
USAR vs ODFL
+1.7%
+73.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +2.3% | +0.2% | +2.2% | +2.3% |
| 30D | -8.6% | -13.4% | +4.8% | -8.0% |
| 3M | -20.5% | -24.2% | +3.7% | -19.5% |
| 6M | +1.2% | -3.3% | +4.5% | +1.4% |
| YTD | +48.4% | +19.8% | +28.6% | +49.8% |
| 1Y | +30.6% | +24.5% | +6.1% | +31.7% |
| 3Y | +73.6% | -9.6% | +83.3% | +75.9% |
| All | +75.4% | +1.7% | +73.7% | +77.7% |
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 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