+562.7%
XLP vs ODFL
+33,709.7%
-33,147.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -0.5% | -5.0% | +4.4% | -0.1% |
| 30D | +8.3% | -6.3% | +14.6% | +9.0% |
| 3M | +8.7% | -18.5% | +27.2% | +10.7% |
| 6M | +11.2% | -12.4% | +23.6% | +12.3% |
| YTD | +20.0% | +9.2% | +10.8% | +18.3% |
| 1Y | +21.3% | +23.0% | -1.6% | +18.2% |
| 3Y | +43.8% | -11.6% | +55.5% | +42.9% |
| 5Y | +43.3% | +0.1% | +43.2% | +39.1% |
| 10Y | +136.8% | +550.8% | -414.1% | +94.4% |
| All | +562.7% | +33,709.7% | -33,147.0% | +376.5% |
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