+176.9%
XLE vs ODFL
+745.7%
-568.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +0.5% | -2.8% | +3.3% | +1.3% |
| 30D | +6.6% | -13.7% | +20.2% | +10.9% |
| 3M | +12.3% | -23.4% | +35.6% | +20.4% |
| 6M | +18.4% | -7.2% | +25.5% | +18.9% |
| YTD | +47.2% | +15.6% | +31.6% | +36.9% |
| 1Y | +50.3% | +24.2% | +26.1% | +35.9% |
| 3Y | +55.3% | -12.8% | +68.1% | +51.6% |
| 5Y | +226.0% | +27.1% | +198.8% | +160.0% |
| All | +176.9% | +745.7% | -568.8% | +1.6% |
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