+11.0%
NEE vs ODFL
+26.9%
-15.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.9% | -2.8% | +0.9% | -1.6% |
| 30D | -3.1% | -13.7% | +10.5% | -1.3% |
| 3M | -2.4% | -23.4% | +20.9% | +0.9% |
| 6M | -8.6% | -7.2% | -1.4% | -8.2% |
| YTD | +4.9% | +15.6% | -10.7% | +1.7% |
| 1Y | +19.4% | +24.2% | -4.8% | +14.3% |
| 3Y | +34.9% | -12.8% | +47.6% | +32.8% |
| 5Y | +11.0% | +27.1% | -16.1% | -8.2% |
| All | +11.0% | +26.9% | -15.9% | -8.2% |
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