+163.4%
XOP vs ODFL
+26.9%
+136.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +1.6% | -2.8% | +4.4% | +2.3% |
| 30D | +9.6% | -13.7% | +23.2% | +13.3% |
| 3M | +16.9% | -23.4% | +40.3% | +24.1% |
| 6M | +24.0% | -7.2% | +31.2% | +24.1% |
| YTD | +56.2% | +15.6% | +40.6% | +45.9% |
| 1Y | +51.8% | +24.2% | +27.6% | +38.2% |
| 3Y | +37.0% | -12.8% | +49.7% | +34.1% |
| 5Y | +163.4% | +27.1% | +136.3% | +137.2% |
| All | +163.4% | +26.9% | +136.5% | +137.2% |
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