+161.9%
XLE vs ODFL
+0.9%
+161.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | -0.2% | -5.0% | +4.7% | +0.5% |
| 30D | -4.0% | -6.3% | +2.3% | -3.2% |
| 3M | +4.6% | -18.5% | +23.1% | +7.8% |
| 6M | +12.3% | -12.4% | +24.7% | +13.9% |
| YTD | +44.5% | +9.2% | +35.3% | +39.0% |
| 1Y | +42.4% | +23.0% | +19.4% | +33.6% |
| 3Y | +67.0% | -11.6% | +78.6% | +63.5% |
| 5Y | +161.9% | +0.1% | +161.8% | +139.2% |
| All | +161.9% | +0.9% | +161.1% | +139.2% |
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