+319.2%
ODFL vs NTR
+98.7%
+220.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | -2.8% | -2.5% | -0.3% | -2.2% |
| 30D | -13.7% | +17.0% | -30.7% | -17.3% |
| 3M | -23.4% | +22.2% | -45.5% | -27.7% |
| 6M | -7.2% | +5.2% | -12.3% | -9.6% |
| YTD | +15.6% | +29.7% | -14.0% | +5.5% |
| 1Y | +24.2% | +39.4% | -15.2% | +10.5% |
| 3Y | -12.8% | +38.2% | -50.9% | -23.7% |
| 5Y | +27.1% | +47.6% | -20.5% | -0.2% |
| All | +319.2% | +98.7% | +220.5% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling