+317.4%
ODFL vs NTR
+97.9%
+219.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -3.3% | -1.3% | -2.0% | -2.9% |
| 30D | -15.3% | +16.8% | -32.1% | -18.8% |
| 3M | -27.3% | +20.7% | -48.1% | -31.2% |
| 6M | -4.5% | +0.5% | -5.0% | -5.7% |
| YTD | +15.1% | +29.2% | -14.0% | +5.2% |
| 1Y | +21.1% | +39.6% | -18.5% | +7.7% |
| 3Y | -14.1% | +37.9% | -52.0% | -24.9% |
| 5Y | +26.6% | +47.1% | -20.5% | -0.6% |
| All | +317.4% | +97.9% | +219.5% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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