-9.1%
NVTS vs ODFL
+19.1%
-28.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.6% |
| 7D | -1.4% | -3.3% | +1.8% | +0.7% |
| 30D | -16.5% | -15.3% | -1.2% | -7.1% |
| 3M | -47.6% | -27.3% | -20.3% | -36.5% |
| 6M | +7.3% | -4.5% | +11.8% | +10.1% |
| YTD | +62.9% | +15.1% | +47.7% | +43.9% |
| 1Y | +91.3% | +21.1% | +70.2% | +60.9% |
| 3Y | +43.4% | -14.1% | +57.5% | +45.5% |
| All | -9.1% | +19.1% | -28.3% | -21.2% |
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