+536.2%
XRT vs ODFL
+3,555.4%
-3,019.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.2% |
| 3M | +2.3% | -19.1% | +21.5% | +11.1% |
| 6M | +12.8% | -9.9% | +22.8% | +16.4% |
| YTD | +7.1% | +9.9% | -2.9% | +0.4% |
| 1Y | +12.3% | +24.4% | -12.1% | -0.3% |
| 3Y | +57.0% | -11.0% | +68.0% | +54.1% |
| 5Y | -4.3% | -1.4% | -2.9% | -12.5% |
| 10Y | +136.7% | +555.3% | -418.6% | -5.7% |
| All | +536.2% | +3,555.4% | -3,019.2% | +3.0% |
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