-18.6%
NRG vs ODFL
+28.2%
-46.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.4% | +6.4% |
| 7D | +7.1% | -6.3% | +13.4% | +7.1% |
| 30D | -1.4% | -13.6% | +12.2% | -1.4% |
| 3M | -10.5% | -24.2% | +13.7% | -9.5% |
| 6M | -26.7% | -13.8% | -13.0% | -27.0% |
| YTD | -24.5% | +19.0% | -43.6% | -23.8% |
| 1Y | -18.6% | +25.7% | -44.2% | -20.0% |
| All | -18.6% | +28.2% | -46.7% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling