+3,641.4%
NSC vs ODFL
+32,662.3%
-29,020.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -5.5% | -6.3% | +0.8% | -4.5% |
| 30D | -3.2% | -13.6% | +10.4% | -0.8% |
| 3M | +7.7% | -24.2% | +31.9% | +12.7% |
| 6M | +4.5% | -13.8% | +18.3% | +6.8% |
| YTD | +15.6% | +19.0% | -3.5% | +11.5% |
| 1Y | +19.8% | +25.7% | -5.8% | +14.3% |
| 3Y | +70.1% | -13.1% | +83.2% | +70.9% |
| 5Y | +46.1% | +26.7% | +19.5% | +36.8% |
| 10Y | +328.1% | +721.5% | -393.4% | +207.8% |
| All | +3,641.4% | +32,662.3% | -29,020.9% | +1,819.1% |
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