+34.5%
QXO vs ODFL
+742.1%
-707.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -7.8% | -3.3% | -4.5% | -7.1% |
| 30D | -18.1% | -15.3% | -2.8% | -15.1% |
| 3M | -25.8% | -27.3% | +1.6% | -20.5% |
| 6M | -41.7% | -4.5% | -37.2% | -40.9% |
| YTD | -36.2% | +15.1% | -51.3% | -37.4% |
| 1Y | -42.1% | +21.1% | -63.2% | -43.7% |
| 3Y | -46.2% | -14.1% | -32.0% | -46.1% |
| 5Y | -70.7% | +26.6% | -97.3% | -73.3% |
| All | +34.5% | +742.1% | -707.7% | +61.2% |
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