+299.9%
NSC vs ODFL
+565.4%
-265.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | -3.5% | -5.0% | +1.4% | -1.4% |
| 30D | +3.9% | -6.3% | +10.2% | +6.7% |
| 3M | -0.8% | -18.5% | +17.7% | +8.1% |
| 6M | +7.1% | -12.4% | +19.5% | +12.1% |
| YTD | +16.4% | +9.2% | +7.2% | +8.4% |
| 1Y | +16.9% | +23.0% | -6.1% | +2.5% |
| 3Y | +78.4% | -11.6% | +90.0% | +74.2% |
| 5Y | +33.1% | +0.1% | +33.0% | +15.7% |
| 10Y | +299.9% | +550.8% | -251.0% | +11.2% |
| All | +299.9% | +565.4% | -265.6% | +11.2% |
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