+2,378.6%
ODFL vs XYL
+389.9%
+1,988.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +5.8% | -3.7% | +9.6% | +8.0% |
| 30D | -5.3% | -8.3% | +3.0% | -1.9% |
| 3M | -19.0% | -21.4% | +2.5% | -8.7% |
| 6M | -7.5% | -12.9% | +5.5% | -1.8% |
| YTD | +11.8% | -30.1% | +41.9% | +33.9% |
| 1Y | +29.7% | -35.2% | +64.8% | +62.1% |
| 3Y | -9.1% | -0.8% | -8.4% | -10.6% |
| 5Y | +0.2% | -23.2% | +23.5% | +10.7% |
| 10Y | +566.3% | +101.2% | +465.0% | +338.2% |
| All | +2,378.6% | +389.9% | +1,988.7% | +983.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling