-13.1%
ODFL vs XME
+132.9%
-146.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | -14.3% | +1.4% | -15.7% | -14.8% |
| 3M | -26.7% | +2.7% | -29.5% | -27.7% |
| 6M | -7.5% | +6.5% | -14.0% | -11.3% |
| YTD | +16.5% | +15.2% | +1.3% | +6.5% |
| 1Y | +23.5% | +43.5% | -20.0% | -1.3% |
| All | -13.1% | +132.9% | -146.0% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling