+28.1%
ODFL vs XYL
-14.9%
+43.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.0% |
| 7D | -3.0% | +0.8% | -3.9% | -3.6% |
| 30D | -14.3% | -10.8% | -3.4% | -7.8% |
| 3M | -26.7% | -2.5% | -24.2% | -25.8% |
| 6M | -7.5% | -12.2% | +4.7% | 0.0% |
| YTD | +16.5% | -20.1% | +36.6% | +33.6% |
| 1Y | +23.5% | -20.6% | +44.2% | +42.2% |
| 3Y | -12.1% | +17.3% | -29.4% | -21.8% |
| All | +28.1% | -14.9% | +43.1% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling