+22.0%
USB vs ODFL
-3.3%
+25.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.2% |
| 6M | +7.8% | -17.6% | +25.3% | +13.3% |
| YTD | +14.6% | +5.6% | +9.0% | +9.9% |
| 1Y | +31.8% | +20.5% | +11.3% | +20.8% |
| 3Y | +91.5% | -14.8% | +106.3% | +90.9% |
| All | +22.0% | -3.3% | +25.3% | +13.0% |
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