+1,700.7%
NOK vs ODFL
+21,549.3%
-19,848.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.4% |
| 7D | +9.3% | -3.0% | +12.4% | +9.9% |
| 30D | +17.9% | -14.3% | +32.1% | +20.6% |
| 3M | -22.3% | -26.7% | +4.4% | -18.7% |
| 6M | +36.4% | -7.5% | +43.9% | +37.4% |
| YTD | +66.3% | +16.5% | +49.8% | +61.5% |
| 1Y | +134.4% | +23.5% | +110.9% | +124.9% |
| 3Y | +186.6% | -12.1% | +198.7% | +184.6% |
| 5Y | +102.7% | +28.9% | +73.8% | +87.8% |
| 10Y | +129.8% | +746.5% | -616.7% | +60.9% |
| All | +1,700.7% | +21,549.3% | -19,848.6% | +788.7% |
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