+136.8%
XLP vs ODFL
+565.4%
-428.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -0.5% | -5.0% | +4.4% | +0.3% |
| 30D | +8.3% | -6.3% | +14.6% | +9.4% |
| 3M | +8.7% | -18.5% | +27.2% | +12.3% |
| 6M | +11.2% | -12.4% | +23.6% | +13.1% |
| YTD | +20.0% | +9.2% | +10.8% | +16.6% |
| 1Y | +21.3% | +23.0% | -1.6% | +15.2% |
| 3Y | +43.8% | -11.6% | +55.5% | +41.2% |
| 5Y | +43.3% | +0.1% | +43.2% | +32.7% |
| 10Y | +136.8% | +550.8% | -414.1% | +59.6% |
| All | +136.8% | +565.4% | -428.7% | +59.6% |
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 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