-73.2%
USO vs ODFL
+4,738.6%
-4,811.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +23.8% | -13.4% | +37.2% | +26.0% |
| 3M | +8.1% | -24.2% | +32.2% | +11.7% |
| 6M | +34.3% | -3.3% | +37.6% | +33.5% |
| YTD | +111.1% | +19.8% | +91.4% | +102.4% |
| 1Y | +99.9% | +24.5% | +75.4% | +90.1% |
| 3Y | +86.5% | -9.6% | +96.1% | +82.2% |
| 5Y | +200.5% | +28.0% | +172.5% | +170.9% |
| 10Y | +66.5% | +735.3% | -668.7% | +10.2% |
| All | -73.2% | +4,738.6% | -4,811.8% | -85.5% |
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