+20.7%
XYZ vs ODFL
-15.9%
+36.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.8% |
| 7D | +12.1% | -4.4% | +16.6% | +14.0% |
| 30D | +12.4% | -6.1% | +18.5% | +14.7% |
| 3M | +8.2% | -21.9% | +30.0% | +16.8% |
| 6M | +20.7% | -17.6% | +38.2% | +22.6% |
| All | +20.7% | -15.9% | +36.5% | +22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling