+122.8%
NTAP vs ODFL
+26.9%
+95.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.0% | -2.8% | +1.8% | 0.0% |
| 30D | -7.5% | -13.7% | +6.2% | -2.9% |
| 3M | +14.6% | -23.4% | +38.0% | +24.7% |
| 6M | +91.0% | -7.2% | +98.2% | +93.9% |
| YTD | +73.7% | +15.6% | +58.1% | +62.9% |
| 1Y | +51.2% | +24.2% | +27.1% | +37.9% |
| 3Y | +146.1% | -12.8% | +158.9% | +142.9% |
| 5Y | +122.8% | +27.1% | +95.7% | +81.4% |
| All | +122.8% | +26.9% | +95.9% | +81.4% |
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