+102.9%
XLP vs ODFL
+732.4%
-629.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -1.3% | -13.4% | +12.1% | +1.1% |
| 3M | +1.8% | -24.2% | +26.0% | +6.5% |
| 6M | -0.8% | -3.3% | +2.5% | -0.9% |
| YTD | +9.5% | +19.8% | -10.2% | +4.9% |
| 1Y | +7.2% | +24.5% | -17.4% | +1.6% |
| 3Y | +27.1% | -9.6% | +36.8% | +24.7% |
| 5Y | +32.0% | +28.0% | +4.0% | +16.2% |
| 10Y | +102.9% | +735.3% | -632.4% | +28.3% |
| All | +102.9% | +732.4% | -629.5% | +28.3% |
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