+142.5%
XLC vs ODFL
+261.4%
-119.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.8% | -6.3% | +5.4% | +1.1% |
| 30D | +1.0% | -13.6% | +14.6% | +5.6% |
| 3M | -0.7% | -24.2% | +23.5% | +7.8% |
| 6M | -5.1% | -13.8% | +8.6% | -1.9% |
| YTD | -4.3% | +19.0% | -23.3% | -11.7% |
| 1Y | -0.6% | +25.7% | -26.2% | -10.5% |
| 3Y | +72.7% | -13.1% | +85.8% | +69.6% |
| 5Y | +38.0% | +26.7% | +11.3% | +11.3% |
| All | +142.5% | +261.4% | -119.0% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling