+248.8%
XLF vs ODFL
+742.1%
-493.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.5% | -3.3% | +1.8% | -0.4% |
| 30D | -1.2% | -15.3% | +14.1% | +4.3% |
| 3M | +9.2% | -27.3% | +36.5% | +20.9% |
| 6M | +16.3% | -4.5% | +20.8% | +16.4% |
| YTD | +5.4% | +15.1% | -9.7% | -2.1% |
| 1Y | +7.6% | +21.1% | -13.5% | -2.5% |
| 3Y | +74.2% | -14.1% | +88.3% | +71.7% |
| 5Y | +66.1% | +26.6% | +39.5% | +32.0% |
| All | +248.8% | +742.1% | -493.3% | +10.5% |
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 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