+26.0%
ODFL vs NLY
+12.6%
+13.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -2.1% | -4.3% | +2.1% | +0.3% |
| 30D | -13.6% | -6.4% | -7.3% | -10.5% |
| 3M | -25.9% | +2.6% | -28.5% | -27.2% |
| 6M | +0.9% | +6.8% | -5.8% | -3.6% |
| YTD | +16.5% | +4.4% | +12.1% | +12.8% |
| All | +26.0% | +12.6% | +13.4% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling