+412.9%
XLF vs ODFL
+35,982.2%
-35,569.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.3% |
| 7D | -1.0% | -3.0% | +2.0% | -0.3% |
| 30D | -1.3% | -14.3% | +13.0% | +2.5% |
| 3M | +9.1% | -26.7% | +35.9% | +17.5% |
| 6M | +14.4% | -7.5% | +21.8% | +15.5% |
| YTD | +5.1% | +16.5% | -11.5% | -0.4% |
| 1Y | +8.6% | +23.5% | -14.9% | +1.1% |
| 3Y | +74.4% | -12.1% | +86.5% | +72.4% |
| 5Y | +64.4% | +28.9% | +35.4% | +44.0% |
| 10Y | +251.6% | +746.5% | -494.9% | +93.3% |
| All | +412.9% | +35,982.2% | -35,569.3% | +93.6% |
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