+58.1%
XRT vs ODFL
-10.6%
+68.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | -0.4% | +0.6% | -1.1% | -0.7% |
| 30D | +7.5% | -6.3% | +13.8% | +9.7% |
| 3M | +2.3% | -19.1% | +21.5% | +9.3% |
| 6M | +12.8% | -9.9% | +22.8% | +15.5% |
| YTD | +7.1% | +9.9% | -2.9% | +1.2% |
| 1Y | +12.3% | +24.4% | -12.1% | +1.4% |
| All | +58.1% | -10.6% | +68.7% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling