+257.2%
XOM vs ODFL
+25.4%
+231.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +4.1% | -3.3% | +7.4% | +4.4% |
| 30D | +4.6% | -15.3% | +19.9% | +6.4% |
| 3M | +14.0% | -27.3% | +41.3% | +17.8% |
| 6M | +11.0% | -4.5% | +15.5% | +10.6% |
| YTD | +40.7% | +15.1% | +25.6% | +36.1% |
| 1Y | +52.3% | +21.1% | +31.2% | +46.0% |
| 3Y | +60.5% | -14.1% | +74.6% | +58.3% |
| All | +257.2% | +25.4% | +231.8% | +227.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling