+554.8%
XYZ vs ODFL
+724.7%
-169.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.3% |
| 7D | +12.6% | -5.4% | +18.0% | +16.8% |
| 30D | +10.8% | -7.7% | +18.5% | +16.4% |
| 3M | +8.4% | -20.8% | +29.2% | +25.5% |
| 6M | +14.3% | -15.0% | +29.4% | +24.6% |
| YTD | +31.5% | +7.6% | +23.9% | +19.2% |
| 1Y | +28.1% | +22.7% | +5.4% | +5.1% |
| 3Y | +66.2% | -12.9% | +79.1% | +59.9% |
| 5Y | -62.3% | -0.1% | -62.3% | -68.0% |
| 10Y | +634.6% | +550.4% | +84.2% | +97.6% |
| All | +554.8% | +724.7% | -169.9% | +44.8% |
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