+4,610.7%
ODFL vs XHB
+167.3%
+4,443.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +2.2% |
| 7D | +0.2% | +0.2% | 0.0% | 0.0% |
| 30D | -13.4% | -9.1% | -4.4% | -7.9% |
| 3M | -24.2% | -2.3% | -21.9% | -23.4% |
| 6M | -3.3% | -4.1% | +0.8% | -1.2% |
| YTD | +19.8% | -1.7% | +21.5% | +20.6% |
| 1Y | +24.5% | -15.1% | +39.6% | +38.2% |
| 3Y | -9.6% | +26.8% | -36.5% | -23.8% |
| 5Y | +28.0% | +37.3% | -9.3% | +2.4% |
| 10Y | +735.3% | +205.7% | +529.6% | +281.3% |
| All | +4,610.7% | +167.3% | +4,443.4% | +1,686.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling