+154.0%
NEM vs ODFL
+26.9%
+127.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -3.3% | -2.8% | -0.5% | -3.0% |
| 30D | +7.8% | -13.7% | +21.5% | +9.3% |
| 3M | +36.3% | -23.4% | +59.6% | +39.6% |
| 6M | +6.6% | -7.2% | +13.7% | +7.0% |
| YTD | +27.1% | +15.6% | +11.5% | +24.9% |
| 1Y | +62.3% | +24.2% | +38.2% | +58.2% |
| 3Y | +245.1% | -12.8% | +257.8% | +243.0% |
| 5Y | +154.0% | +27.1% | +126.9% | +133.2% |
| All | +154.0% | +26.9% | +127.1% | +133.2% |
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