+6,845.6%
USB vs ODFL
+29,963.6%
-23,118.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.3% |
| 7D | -1.5% | -1.0% | -0.4% | -1.3% |
| 30D | +4.3% | -4.2% | +8.5% | +4.9% |
| 3M | -6.1% | -20.7% | +14.6% | -2.8% |
| 6M | +9.4% | -12.8% | +22.2% | +11.3% |
| YTD | +15.2% | +9.2% | +5.9% | +12.8% |
| 1Y | +32.8% | +21.9% | +10.8% | +27.9% |
| 3Y | +91.3% | -11.5% | +102.8% | +91.5% |
| 5Y | +22.7% | +0.3% | +22.3% | +19.3% |
| 10Y | +97.0% | +631.8% | -534.8% | +47.5% |
| All | +6,845.6% | +29,963.6% | -23,118.1% | +4,008.4% |
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