+3,101.1%
NKE vs ODFL
+31,590.6%
-28,489.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -4.2% | -3.3% | -0.9% | -3.7% |
| 30D | -8.2% | -15.3% | +7.1% | -6.2% |
| 3M | -19.1% | -27.3% | +8.2% | -15.7% |
| 6M | -32.6% | -4.5% | -28.1% | -32.4% |
| YTD | -40.7% | +15.1% | -55.9% | -42.0% |
| 1Y | -48.9% | +21.1% | -69.9% | -50.4% |
| 3Y | -59.2% | -14.1% | -45.1% | -59.1% |
| 5Y | -75.3% | +26.6% | -101.9% | -76.5% |
| 10Y | -23.1% | +736.4% | -759.5% | -39.7% |
| All | +3,101.1% | +31,590.6% | -28,489.5% | +1,804.4% |
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 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