+143.7%
XLC vs ODFL
+249.6%
-105.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +0.5% | -3.3% | +3.8% | +1.5% |
| 30D | +2.1% | -15.3% | +17.4% | +7.4% |
| 3M | +0.7% | -27.3% | +28.0% | +10.8% |
| 6M | -3.2% | -4.5% | +1.3% | -3.1% |
| YTD | -3.8% | +15.1% | -18.9% | -10.4% |
| 1Y | -2.0% | +21.1% | -23.1% | -10.8% |
| 3Y | +71.4% | -14.1% | +85.5% | +68.6% |
| 5Y | +40.7% | +26.6% | +14.1% | +13.1% |
| All | +143.7% | +249.6% | -105.9% | +15.5% |
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