+719.8%
ODFL vs XME
+421.4%
+298.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -3.3% | -4.2% | +0.9% | -1.5% |
| 30D | -15.3% | -2.7% | -12.6% | -14.5% |
| 3M | -27.3% | -3.9% | -23.4% | -26.7% |
| 6M | -4.5% | -1.0% | -3.5% | -5.7% |
| YTD | +15.1% | +9.8% | +5.3% | +7.9% |
| 1Y | +21.1% | +32.5% | -11.5% | +3.3% |
| 3Y | -14.1% | +124.3% | -138.4% | -42.7% |
| 5Y | +26.6% | +165.8% | -139.2% | -22.8% |
| All | +719.8% | +421.4% | +298.5% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling