+719.8%
ODFL vs XYL
+150.5%
+569.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | -3.3% | +1.2% | -4.5% | -4.0% |
| 30D | -15.3% | -11.9% | -3.3% | -8.6% |
| 3M | -27.3% | -1.5% | -25.8% | -27.0% |
| 6M | -4.5% | -11.9% | +7.4% | +2.5% |
| YTD | +15.1% | -20.6% | +35.7% | +31.4% |
| 1Y | +21.1% | -23.5% | +44.6% | +41.3% |
| 3Y | -14.1% | +14.9% | -29.0% | -21.7% |
| 5Y | +26.6% | -15.3% | +41.9% | +33.9% |
| All | +719.8% | +150.5% | +569.4% | +371.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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