+19,691.8%
NTAP vs ODFL
+38,360.1%
-18,668.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.8% | -6.3% | +5.5% | +0.4% |
| 30D | -0.5% | -13.6% | +13.1% | +2.1% |
| 3M | +4.1% | -24.2% | +28.2% | +9.2% |
| 6M | +88.0% | -13.8% | +101.7% | +92.2% |
| YTD | +75.6% | +19.0% | +56.5% | +69.2% |
| 1Y | +58.9% | +25.7% | +33.2% | +51.4% |
| 3Y | +153.6% | -13.1% | +166.7% | +154.2% |
| 5Y | +127.6% | +26.7% | +101.0% | +111.5% |
| 10Y | +580.4% | +721.5% | -141.1% | +373.7% |
| All | +19,691.8% | +38,360.1% | -18,668.3% | +10,875.5% |
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 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