+127.9%
NTAP vs ODFL
+0.3%
+127.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.1% |
| 7D | +7.2% | +5.8% | +1.4% | +5.2% |
| 30D | -18.4% | -5.3% | -13.0% | -17.0% |
| 3M | -11.3% | -19.0% | +7.6% | -5.2% |
| 6M | +53.8% | -7.5% | +61.2% | +56.6% |
| YTD | +72.0% | +11.8% | +60.2% | +62.6% |
| 1Y | +68.0% | +29.7% | +38.4% | +50.6% |
| 3Y | +149.5% | -9.1% | +158.6% | +141.6% |
| All | +127.9% | +0.3% | +127.7% | +109.5% |
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 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