+27.1%
ODFL vs XME
+167.8%
-140.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.8% |
| 7D | -2.8% | -3.0% | +0.3% | -1.5% |
| 30D | -13.7% | -2.6% | -11.1% | -12.9% |
| 3M | -23.4% | +2.2% | -25.5% | -24.6% |
| 6M | -7.2% | +0.7% | -7.9% | -9.1% |
| YTD | +15.6% | +10.9% | +4.7% | +7.2% |
| 1Y | +24.2% | +35.7% | -11.5% | +2.8% |
| 3Y | -12.8% | +127.1% | -139.9% | -45.0% |
| 5Y | +27.1% | +168.5% | -141.3% | -24.3% |
| All | +27.1% | +167.8% | -140.7% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling