+33.6%
XLY vs ODFL
-13.7%
+47.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.7% | -3.3% | +1.6% | -0.8% |
| 30D | -4.2% | -15.3% | +11.1% | +0.1% |
| 3M | -2.7% | -27.3% | +24.6% | +5.7% |
| 6M | -0.6% | -4.5% | +3.9% | -0.5% |
| YTD | -5.0% | +15.1% | -20.2% | -10.7% |
| 1Y | -4.1% | +21.1% | -25.2% | -11.6% |
| 3Y | +33.6% | -14.1% | +47.7% | +31.1% |
| All | +33.6% | -13.7% | +47.3% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling