+40.7%
XLC vs ODFL
+0.3%
+40.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 7D | +3.7% | +5.8% | -2.1% | +2.2% |
| 30D | -1.9% | -5.3% | +3.4% | -0.7% |
| 3M | -3.1% | -19.0% | +15.9% | +1.9% |
| 6M | -6.4% | -7.5% | +1.1% | -5.4% |
| YTD | -6.8% | +11.8% | -18.6% | -11.8% |
| 1Y | -1.7% | +29.7% | -31.4% | -11.1% |
| 3Y | +64.7% | -9.1% | +73.8% | +58.4% |
| All | +40.7% | +0.3% | +40.4% | +19.9% |
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