-13.1%
ODFL vs XHB
+24.0%
-37.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.6% |
| 7D | -3.0% | -1.9% | -1.1% | -1.7% |
| 30D | -14.3% | -8.3% | -5.9% | -8.7% |
| 3M | -26.7% | -7.1% | -19.6% | -23.2% |
| 6M | -7.5% | -5.3% | -2.2% | -4.6% |
| YTD | +16.5% | -3.2% | +19.7% | +18.6% |
| 1Y | +23.5% | -13.9% | +37.4% | +36.9% |
| All | -13.1% | +24.0% | -37.1% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling