+1,024.7%
XLE vs ODFL
+36,757.6%
-35,732.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +2.2% | -6.3% | +8.5% | +3.4% |
| 30D | +11.8% | -13.6% | +25.4% | +14.7% |
| 3M | +9.8% | -24.2% | +34.0% | +15.1% |
| 6M | +15.6% | -13.8% | +29.4% | +17.6% |
| YTD | +45.3% | +19.0% | +26.2% | +38.7% |
| 1Y | +48.3% | +25.7% | +22.6% | +39.8% |
| 3Y | +55.4% | -13.1% | +68.6% | +54.1% |
| 5Y | +216.1% | +26.7% | +189.4% | +186.0% |
| 10Y | +178.4% | +721.5% | -543.1% | +81.9% |
| All | +1,024.7% | +36,757.6% | -35,732.8% | +449.5% |
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