+1,449.6%
NET vs ODFL
+229.6%
+1,220.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -7.0% | -6.3% | -0.7% | -3.7% |
| 30D | -4.8% | -13.6% | +8.8% | +3.2% |
| 3M | +3.8% | -24.2% | +28.0% | +19.9% |
| 6M | +50.0% | -13.8% | +63.8% | +59.0% |
| YTD | +41.5% | +19.0% | +22.4% | +22.6% |
| 1Y | +32.8% | +25.7% | +7.2% | +10.3% |
| 3Y | +335.9% | -13.1% | +349.0% | +327.3% |
| 5Y | +113.8% | +26.7% | +87.2% | +61.5% |
| All | +1,449.6% | +229.6% | +1,220.0% | +748.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling