+7,197.9%
USB vs ODFL
+32,662.3%
-25,464.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +1.4% | -6.3% | +7.7% | +2.4% |
| 30D | -1.3% | -13.6% | +12.3% | +0.9% |
| 3M | +15.2% | -24.2% | +39.4% | +20.0% |
| 6M | +18.8% | -13.8% | +32.6% | +21.0% |
| YTD | +21.0% | +19.0% | +2.0% | +17.1% |
| 1Y | +34.0% | +25.7% | +8.3% | +28.4% |
| 3Y | +95.3% | -13.1% | +108.4% | +96.1% |
| 5Y | +40.4% | +26.7% | +13.7% | +32.1% |
| 10Y | +107.3% | +721.5% | -614.2% | +52.8% |
| All | +7,197.9% | +32,662.3% | -25,464.3% | +4,164.6% |
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