+1,489.3%
NRG vs ODFL
+8,582.4%
-7,093.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -4.7% | -3.3% | -1.4% | -3.8% |
| 30D | -6.0% | -15.3% | +9.3% | -2.0% |
| 3M | -8.0% | -27.3% | +19.4% | -0.8% |
| 6M | -23.2% | -4.5% | -18.7% | -23.2% |
| YTD | -28.1% | +15.1% | -43.2% | -32.0% |
| 1Y | -27.3% | +21.1% | -48.4% | -32.5% |
| 3Y | +208.7% | -14.1% | +222.8% | +204.9% |
| 5Y | +197.7% | +26.6% | +171.1% | +158.2% |
| 10Y | +1,103.3% | +736.4% | +366.9% | +525.3% |
| All | +1,489.3% | +8,582.4% | -7,093.0% | +371.7% |
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