+3,601.2%
NI vs ODFL
+31,973.1%
-28,371.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.4% |
| 7D | +1.3% | -3.0% | +4.3% | +1.5% |
| 30D | -0.3% | -14.3% | +14.0% | +0.8% |
| 3M | -9.5% | -26.7% | +17.3% | -7.5% |
| 6M | -10.2% | -7.5% | -2.8% | -10.0% |
| YTD | +1.8% | +16.5% | -14.8% | +0.3% |
| 1Y | +5.7% | +23.5% | -17.9% | +3.5% |
| 3Y | +69.6% | -12.1% | +81.7% | +68.8% |
| 5Y | +95.8% | +28.9% | +66.9% | +88.0% |
| 10Y | +145.1% | +746.5% | -601.4% | +106.6% |
| All | +3,601.2% | +31,973.1% | -28,371.8% | +2,499.1% |
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