-1.6%
NDAQ vs ODFL
+23.6%
-25.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.2% |
| 7D | -6.8% | -2.8% | -4.0% | -6.4% |
| 30D | -3.2% | -13.7% | +10.5% | -1.1% |
| 3M | +6.5% | -23.4% | +29.8% | +10.4% |
| 6M | +5.7% | -7.2% | +12.9% | +6.4% |
| YTD | -4.6% | +15.6% | -20.3% | -6.8% |
| 1Y | -1.6% | +24.2% | -25.7% | -4.0% |
| All | -1.6% | +23.6% | -25.1% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling