+45.9%
NSC vs ODFL
+27.3%
+18.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -1.9% | -13.4% | +11.5% | +2.9% |
| 3M | +6.2% | -24.2% | +30.4% | +16.3% |
| 6M | +9.2% | -3.3% | +12.5% | +9.2% |
| YTD | +15.0% | +19.8% | -4.7% | +5.9% |
| 1Y | +21.1% | +24.5% | -3.4% | +9.3% |
| 3Y | +78.6% | -9.6% | +88.2% | +75.8% |
| 5Y | +45.9% | +28.0% | +17.8% | +18.4% |
| All | +45.9% | +27.3% | +18.6% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling