+227.7%
XLE vs ODFL
+25.9%
+201.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.3% |
| 7D | +0.3% | -3.0% | +3.3% | +0.8% |
| 30D | +8.5% | -14.3% | +22.8% | +11.2% |
| 3M | +14.6% | -26.7% | +41.4% | +20.3% |
| 6M | +17.6% | -7.5% | +25.0% | +17.9% |
| YTD | +48.1% | +16.5% | +31.6% | +41.3% |
| 1Y | +53.8% | +23.5% | +30.3% | +44.7% |
| 3Y | +56.2% | -12.1% | +68.3% | +53.4% |
| 5Y | +227.7% | +28.9% | +198.8% | +201.3% |
| All | +227.7% | +25.9% | +201.8% | +201.3% |
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