+133.2%
XRT vs ODFL
+559.8%
-426.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.3% |
| 7D | +1.7% | +5.8% | -4.1% | -0.6% |
| 30D | +7.5% | -5.3% | +12.8% | +9.7% |
| 3M | +2.2% | -19.0% | +21.2% | +10.9% |
| 6M | +14.7% | -7.5% | +22.1% | +16.9% |
| YTD | +7.5% | +11.8% | -4.3% | -0.3% |
| 1Y | +14.1% | +29.7% | -15.5% | -0.9% |
| 3Y | +58.8% | -9.1% | +67.9% | +53.6% |
| 5Y | -3.9% | +0.2% | -4.1% | -14.7% |
| All | +133.2% | +559.8% | -426.5% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling