+1,381.0%
NET vs ODFL
+218.1%
+1,162.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.5% | -3.1% |
| 7D | -16.4% | +3.5% | -19.9% | -17.9% |
| 30D | -25.8% | 0.0% | -25.9% | -26.3% |
| 3M | -11.5% | -18.1% | +6.5% | -2.1% |
| 6M | +18.9% | -6.4% | +25.3% | +21.7% |
| YTD | +35.2% | +14.9% | +20.3% | +18.5% |
| 1Y | +14.5% | +27.7% | -13.2% | -6.4% |
| 3Y | +313.8% | -6.9% | +320.7% | +281.6% |
| 5Y | +32.6% | +3.6% | +28.9% | +7.3% |
| All | +1,381.0% | +218.1% | +1,162.9% | +720.5% |
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