+159.8%
XLB vs ODFL
+742.1%
-582.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.8% | -3.3% | +0.4% | -1.7% |
| 30D | -3.1% | -15.3% | +12.2% | +2.5% |
| 3M | -0.2% | -27.3% | +27.2% | +11.0% |
| 6M | +3.1% | -4.5% | +7.6% | +3.4% |
| YTD | +13.3% | +15.1% | -1.9% | +5.4% |
| 1Y | +12.0% | +21.1% | -9.1% | +1.8% |
| 3Y | +31.4% | -14.1% | +45.5% | +29.9% |
| 5Y | +33.9% | +26.6% | +7.3% | +7.4% |
| All | +159.8% | +742.1% | -582.3% | -0.5% |
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