+546.2%
NEM vs ODFL
+32,863.2%
-32,317.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | +12.7% | -13.4% | +26.2% | +13.5% |
| 3M | +28.7% | -24.2% | +52.8% | +30.3% |
| 6M | +9.8% | -3.3% | +13.1% | +9.8% |
| YTD | +28.1% | +19.8% | +8.3% | +26.7% |
| 1Y | +69.3% | +24.5% | +44.8% | +67.1% |
| 3Y | +247.7% | -9.6% | +257.3% | +246.3% |
| 5Y | +153.4% | +28.0% | +125.3% | +146.9% |
| 10Y | +291.3% | +735.3% | -444.0% | +251.1% |
| All | +546.2% | +32,863.2% | -32,317.0% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling