+41.2%
USB vs ODFL
+26.4%
+14.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +1.4% | -6.3% | +7.7% | +3.4% |
| 30D | -1.3% | -13.6% | +12.3% | +3.1% |
| 3M | +15.2% | -24.2% | +39.4% | +25.0% |
| 6M | +18.8% | -13.8% | +32.6% | +23.1% |
| YTD | +21.0% | +19.0% | +2.0% | +12.2% |
| 1Y | +34.0% | +25.7% | +8.3% | +21.6% |
| 3Y | +95.3% | -13.1% | +108.4% | +93.9% |
| All | +41.2% | +26.4% | +14.8% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling