+10,018.7%
NOC vs ODFL
+32,863.2%
-22,844.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -2.7% | +0.2% | -2.8% | -2.7% |
| 30D | -8.9% | -13.4% | +4.6% | -7.9% |
| 3M | -3.7% | -24.2% | +20.5% | -1.7% |
| 6M | -30.8% | -3.3% | -27.5% | -30.8% |
| YTD | -7.9% | +19.8% | -27.7% | -9.6% |
| 1Y | -9.4% | +24.5% | -34.0% | -11.4% |
| 3Y | +29.0% | -9.6% | +38.6% | +28.0% |
| 5Y | +56.1% | +28.0% | +28.0% | +49.2% |
| 10Y | +186.3% | +735.3% | -549.0% | +139.1% |
| All | +10,018.7% | +32,863.2% | -22,844.5% | +6,915.0% |
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