-5.8%
XLC vs ODFL
+32.0%
-37.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.4% |
| 7D | +1.8% | +3.5% | -1.7% | +1.4% |
| 30D | -6.0% | 0.0% | -6.0% | -6.0% |
| 3M | -6.0% | -18.1% | +12.1% | -4.0% |
| 6M | -9.1% | -6.4% | -2.7% | -8.6% |
| YTD | -10.0% | +14.9% | -24.9% | -11.8% |
| 1Y | -5.8% | +27.7% | -33.5% | -9.0% |
| All | -5.8% | +32.0% | -37.8% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling