+6.4%
OXY vs ODFL
+742.1%
-735.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.8% | -3.3% | +6.1% | +4.0% |
| 30D | +5.5% | -15.3% | +20.7% | +11.5% |
| 3M | +11.3% | -27.3% | +38.6% | +23.7% |
| 6M | +11.6% | -4.5% | +16.1% | +10.6% |
| YTD | +51.6% | +15.1% | +36.4% | +38.2% |
| 1Y | +36.2% | +21.1% | +15.1% | +21.0% |
| 3Y | +1.7% | -14.1% | +15.8% | -1.0% |
| 5Y | +164.5% | +26.6% | +137.9% | +98.6% |
| All | +6.4% | +742.1% | -735.7% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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