+126.7%
XLP vs ODFL
+590.5%
-463.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.7% |
| 7D | +0.7% | -4.4% | +5.2% | +1.5% |
| 30D | +10.3% | -6.1% | +16.3% | +11.3% |
| 3M | +6.5% | -21.9% | +28.4% | +10.9% |
| 6M | +8.4% | -17.6% | +25.9% | +11.4% |
| YTD | +18.2% | +5.6% | +12.6% | +15.5% |
| 1Y | +22.4% | +20.5% | +1.9% | +16.6% |
| 3Y | +41.9% | -14.8% | +56.7% | +40.2% |
| 5Y | +40.9% | -3.0% | +43.8% | +31.3% |
| All | +126.7% | +590.5% | -463.8% | +61.8% |
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