+3,326.4%
XOM vs ODFL
+31,724.5%
-28,398.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +1.9% | -2.8% | +4.7% | +2.1% |
| 30D | +4.1% | -13.7% | +17.7% | +5.5% |
| 3M | +10.4% | -23.4% | +33.8% | +13.1% |
| 6M | +13.0% | -7.2% | +20.2% | +13.3% |
| YTD | +40.1% | +15.6% | +24.4% | +37.1% |
| 1Y | +51.1% | +24.2% | +27.0% | +46.7% |
| 3Y | +57.7% | -12.8% | +70.5% | +56.8% |
| 5Y | +264.7% | +27.1% | +237.6% | +245.7% |
| 10Y | +193.1% | +739.9% | -546.8% | +134.6% |
| All | +3,326.4% | +31,724.5% | -28,398.1% | +2,081.0% |
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