+140.2%
NI vs ODFL
+742.1%
-602.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | -3.3% | +3.3% | +0.5% |
| 30D | -1.4% | -15.3% | +13.9% | +1.0% |
| 3M | -10.6% | -27.3% | +16.7% | -6.4% |
| 6M | -9.3% | -4.5% | -4.8% | -9.3% |
| YTD | +1.1% | +15.1% | -14.0% | -2.0% |
| 1Y | +3.4% | +21.1% | -17.7% | -0.9% |
| 3Y | +67.9% | -14.1% | +82.0% | +66.5% |
| 5Y | +98.0% | +26.6% | +71.4% | +76.7% |
| All | +140.2% | +742.1% | -602.0% | +69.5% |
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