+83.6%
USB vs ODFL
+565.4%
-481.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | -0.5% | -5.0% | +4.4% | +1.3% |
| 30D | +5.7% | -6.3% | +12.0% | +8.0% |
| 3M | -4.7% | -18.5% | +13.8% | +2.3% |
| 6M | +13.4% | -12.4% | +25.8% | +17.6% |
| YTD | +17.0% | +9.2% | +7.8% | +10.1% |
| 1Y | +32.4% | +23.0% | +9.4% | +18.7% |
| 3Y | +101.7% | -11.6% | +113.3% | +98.1% |
| 5Y | +24.4% | +0.1% | +24.3% | +12.2% |
| 10Y | +83.6% | +550.8% | -467.3% | -27.1% |
| All | +83.6% | +565.4% | -481.8% | -27.1% |
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