+1,047.3%
XLE vs ODFL
+34,510.8%
-33,463.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +5.4% | +5.8% | -0.4% | +4.3% |
| 30D | -3.9% | -5.3% | +1.4% | -3.2% |
| 3M | +7.0% | -19.0% | +26.0% | +10.9% |
| 6M | +14.2% | -7.5% | +21.7% | +15.0% |
| YTD | +48.2% | +11.8% | +36.4% | +42.9% |
| 1Y | +47.7% | +29.7% | +18.0% | +38.3% |
| 3Y | +70.0% | -9.1% | +79.1% | +67.0% |
| 5Y | +169.1% | +0.2% | +168.9% | +154.0% |
| 10Y | +180.7% | +566.3% | -385.5% | +89.5% |
| All | +1,047.3% | +34,510.8% | -33,463.5% | +465.8% |
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