-6.3%
NVTS vs ODFL
+23.9%
-30.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.3% |
| 7D | +9.7% | +0.2% | +9.5% | +9.6% |
| 30D | -13.6% | -13.4% | -0.2% | -5.2% |
| 3M | -51.0% | -24.2% | -26.8% | -42.0% |
| 6M | +46.3% | -3.3% | +49.7% | +48.2% |
| YTD | +68.1% | +19.8% | +48.3% | +44.7% |
| 1Y | +113.9% | +24.5% | +89.4% | +76.9% |
| 3Y | +45.3% | -9.6% | +54.9% | +42.3% |
| All | -6.3% | +23.9% | -30.2% | -20.7% |
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