-67.5%
XYZ vs ODFL
+26.5%
-94.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.0% | -6.3% | +5.3% | +3.2% |
| 30D | -1.7% | -13.6% | +11.9% | +7.7% |
| 3M | +16.7% | -24.2% | +40.9% | +37.8% |
| 6M | +26.9% | -13.8% | +40.6% | +35.8% |
| YTD | +27.1% | +19.0% | +8.1% | +8.7% |
| 1Y | +9.3% | +25.7% | -16.4% | -11.0% |
| 3Y | +42.3% | -13.1% | +55.4% | +41.3% |
| All | -67.5% | +26.5% | -94.0% | -79.4% |
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