+335.7%
NSC vs ODFL
+716.5%
-380.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.2% |
| 7D | -2.0% | -3.0% | +1.0% | -0.7% |
| 30D | -3.2% | -14.3% | +11.1% | +3.5% |
| 3M | +3.9% | -26.7% | +30.7% | +18.6% |
| 6M | +7.8% | -7.5% | +15.3% | +9.9% |
| YTD | +13.4% | +16.5% | -3.1% | +2.9% |
| 1Y | +20.3% | +23.5% | -3.2% | +5.5% |
| 3Y | +76.1% | -12.1% | +88.2% | +73.4% |
| 5Y | +45.0% | +28.9% | +16.1% | +9.6% |
| 10Y | +335.7% | +746.5% | -410.8% | +15.5% |
| All | +335.7% | +716.5% | -380.8% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling