+32.6%
NET vs ODFL
+5.6%
+27.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.5% | -3.1% |
| 7D | -16.4% | +3.5% | -19.9% | -18.1% |
| 30D | -25.8% | 0.0% | -25.9% | -26.3% |
| 3M | -11.5% | -18.1% | +6.5% | -1.0% |
| 6M | +18.9% | -6.4% | +25.3% | +21.8% |
| YTD | +35.2% | +14.9% | +20.3% | +15.7% |
| 1Y | +14.5% | +27.7% | -13.2% | -9.7% |
| 3Y | +313.8% | -6.9% | +320.7% | +268.0% |
| 5Y | +32.6% | +3.6% | +28.9% | -6.2% |
| All | +32.6% | +5.6% | +27.0% | -6.2% |
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