+554.0%
XYZ vs ODFL
+709.5%
-155.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +3.9% |
| 7D | +12.1% | -4.4% | +16.6% | +15.5% |
| 30D | +12.4% | -6.1% | +18.5% | +16.6% |
| 3M | +8.2% | -21.9% | +30.0% | +26.2% |
| 6M | +20.7% | -17.6% | +38.2% | +34.1% |
| YTD | +31.3% | +5.6% | +25.7% | +20.4% |
| 1Y | +20.5% | +20.5% | 0.0% | -0.2% |
| 3Y | +72.6% | -14.8% | +87.4% | +68.5% |
| 5Y | -64.0% | -3.0% | -61.0% | -68.8% |
| 10Y | +601.8% | +607.6% | -5.8% | +83.8% |
| All | +554.0% | +709.5% | -155.5% | +46.4% |
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 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