+533.2%
XYZ vs ODFL
+812.3%
-279.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.0% | -6.3% | +5.3% | +3.3% |
| 30D | -1.7% | -13.6% | +11.9% | +8.2% |
| 3M | +16.7% | -24.2% | +40.9% | +38.8% |
| 6M | +26.9% | -13.8% | +40.6% | +36.3% |
| YTD | +27.1% | +19.0% | +8.1% | +8.5% |
| 1Y | +9.3% | +25.7% | -16.4% | -11.3% |
| 3Y | +42.3% | -13.1% | +55.4% | +39.9% |
| 5Y | -69.3% | +26.7% | -96.0% | -77.7% |
| 10Y | +586.8% | +721.5% | -134.7% | +65.2% |
| All | +533.2% | +812.3% | -279.1% | +31.9% |
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