+14,546.7%
NVDA vs ODFL
+742.1%
+13,804.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -5.1% | -3.3% | -1.9% | -3.4% |
| 30D | -2.5% | -15.3% | +12.8% | +6.7% |
| 3M | +6.7% | -27.3% | +34.0% | +26.2% |
| 6M | +17.6% | -4.5% | +22.1% | +17.8% |
| YTD | +17.3% | +15.1% | +2.2% | +2.5% |
| 1Y | +23.5% | +21.1% | +2.4% | +3.1% |
| 3Y | +384.6% | -14.1% | +398.7% | +364.5% |
| 5Y | +875.4% | +26.6% | +848.8% | +593.5% |
| All | +14,546.7% | +742.1% | +13,804.6% | +3,428.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling