+719.8%
ODFL vs NLY
+81.8%
+638.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | -3.3% | -4.0% | +0.7% | -1.9% |
| 30D | -15.3% | -5.2% | -10.0% | -13.7% |
| 3M | -27.3% | +2.8% | -30.2% | -28.1% |
| 6M | -4.5% | +4.2% | -8.7% | -6.0% |
| YTD | +15.1% | +4.7% | +10.5% | +13.2% |
| 1Y | +21.1% | +12.7% | +8.3% | +16.1% |
| 3Y | -14.1% | +62.5% | -76.7% | -27.2% |
| 5Y | +26.6% | +26.3% | +0.3% | +13.7% |
| All | +719.8% | +81.8% | +638.0% | +671.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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