+50.3%
NDAQ vs ODFL
+26.9%
+23.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.2% |
| 7D | -6.8% | -2.8% | -4.0% | -6.2% |
| 30D | -3.2% | -13.7% | +10.5% | +0.1% |
| 3M | +6.5% | -23.4% | +29.8% | +13.0% |
| 6M | +5.7% | -7.2% | +12.9% | +6.7% |
| YTD | -4.6% | +15.6% | -20.3% | -9.3% |
| 1Y | -1.6% | +24.2% | -25.7% | -8.4% |
| 3Y | +86.4% | -12.8% | +99.2% | +84.0% |
| 5Y | +50.3% | +27.1% | +23.2% | +25.7% |
| All | +50.3% | +26.9% | +23.4% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling