+1,093.3%
XLI vs ODFL
+35,982.2%
-34,889.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.9% |
| 7D | -0.6% | -3.0% | +2.4% | +0.1% |
| 30D | -6.9% | -14.3% | +7.3% | -3.9% |
| 3M | -1.9% | -26.7% | +24.8% | +4.6% |
| 6M | +1.0% | -7.5% | +8.5% | +2.2% |
| YTD | +11.3% | +16.5% | -5.2% | +6.7% |
| 1Y | +15.8% | +23.5% | -7.7% | +9.3% |
| 3Y | +69.8% | -12.1% | +81.9% | +69.2% |
| 5Y | +80.9% | +28.9% | +52.0% | +63.6% |
| 10Y | +257.2% | +746.5% | -489.3% | +124.6% |
| All | +1,093.3% | +35,982.2% | -34,889.0% | +419.9% |
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