+37.6%
XLC vs ODFL
+25.9%
+11.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.1% |
| 7D | -1.4% | -3.0% | +1.6% | -0.7% |
| 30D | -0.9% | -14.3% | +13.4% | +3.0% |
| 3M | -0.3% | -26.7% | +26.4% | +7.6% |
| 6M | -5.2% | -7.5% | +2.3% | -4.2% |
| YTD | -5.3% | +16.5% | -21.8% | -11.1% |
| 1Y | -2.8% | +23.5% | -26.3% | -10.6% |
| 3Y | +71.2% | -12.1% | +83.3% | +67.9% |
| 5Y | +37.6% | +28.9% | +8.7% | +8.9% |
| All | +37.6% | +25.9% | +11.6% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling