+27.3%
ODFL vs XLRE
+8.4%
+18.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.1% |
| 7D | -3.3% | -1.2% | -2.1% | -2.3% |
| 30D | -15.3% | -2.4% | -12.9% | -13.6% |
| 3M | -27.3% | -2.5% | -24.8% | -25.8% |
| 6M | -4.5% | +4.0% | -8.5% | -7.7% |
| YTD | +15.1% | +9.3% | +5.9% | +7.0% |
| 1Y | +21.1% | +5.6% | +15.5% | +15.6% |
| 3Y | -14.1% | +31.3% | -45.4% | -32.5% |
| All | +27.3% | +8.4% | +18.8% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 5y: compounded portfolio wealth divided by compounded XLRE 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…
5y analysis · Full analysis span regression · 6 months rolling