+1,106.7%
XLY vs ODFL
+35,551.9%
-34,445.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.7% | -3.3% | +1.6% | -1.0% |
| 30D | -4.2% | -15.3% | +11.1% | -0.7% |
| 3M | -2.7% | -27.3% | +24.6% | +4.2% |
| 6M | -0.6% | -4.5% | +3.9% | -0.3% |
| YTD | -5.0% | +15.1% | -20.2% | -9.0% |
| 1Y | -4.1% | +21.1% | -25.2% | -9.4% |
| 3Y | +33.6% | -14.1% | +47.7% | +33.8% |
| 5Y | +28.7% | +26.6% | +2.1% | +17.3% |
| 10Y | +219.6% | +736.4% | -516.8% | +100.4% |
| All | +1,106.7% | +35,551.9% | -34,445.2% | +412.9% |
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