+28.4%
NOC vs ODFL
-13.4%
+41.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.7% |
| 7D | -1.8% | -2.8% | +1.0% | -1.6% |
| 30D | -9.4% | -13.7% | +4.2% | -8.9% |
| 3M | -3.8% | -23.4% | +19.5% | -2.8% |
| 6M | -28.8% | -7.2% | -21.6% | -28.6% |
| YTD | -7.9% | +15.6% | -23.5% | -9.0% |
| 1Y | -9.0% | +24.2% | -33.2% | -10.5% |
| All | +28.4% | -13.4% | +41.7% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling