+91.5%
USB vs ODFL
-14.3%
+105.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.5% |
| 7D | 0.0% | -4.4% | +4.4% | +1.4% |
| 30D | +5.8% | -6.1% | +11.9% | +7.7% |
| 3M | -6.0% | -21.9% | +15.9% | +1.1% |
| 6M | +7.8% | -17.6% | +25.3% | +13.1% |
| YTD | +14.6% | +5.6% | +9.0% | +9.3% |
| 1Y | +31.8% | +20.5% | +11.3% | +19.9% |
| 3Y | +91.5% | -14.8% | +106.3% | +89.9% |
| All | +91.5% | -14.3% | +105.9% | +89.9% |
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