+3,615.2%
NSC vs ODFL
+30,021.8%
-26,406.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.2% |
| 7D | -5.4% | -3.0% | -2.3% | -4.8% |
| 30D | +2.9% | -6.1% | +9.0% | +4.0% |
| 3M | -2.2% | -20.9% | +18.7% | +1.7% |
| 6M | +5.3% | -13.6% | +18.9% | +7.6% |
| YTD | +14.8% | +9.4% | +5.3% | +12.3% |
| 1Y | +16.6% | +22.9% | -6.3% | +11.7% |
| 3Y | +78.6% | -9.8% | +88.4% | +78.4% |
| 5Y | +27.2% | -0.4% | +27.5% | +23.7% |
| 10Y | +302.5% | +592.4% | -289.9% | +196.8% |
| All | +3,615.2% | +30,021.8% | -26,406.6% | +1,832.1% |
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