+60.7%
NEM vs ODFL
+24.1%
+36.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -1.0% | -3.3% | +2.3% | -0.7% |
| 30D | +7.8% | -15.3% | +23.1% | +9.5% |
| 3M | +30.2% | -27.3% | +57.5% | +34.5% |
| 6M | +9.6% | -4.5% | +14.1% | +9.7% |
| YTD | +27.8% | +15.1% | +12.7% | +28.4% |
| 1Y | +60.7% | +21.1% | +39.6% | +60.0% |
| All | +60.7% | +24.1% | +36.6% | +60.0% |
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