-14.1%
ODFL vs NTRA
+507.7%
-521.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -3.3% | +0.2% | -3.5% | -3.3% |
| 30D | -15.3% | +4.1% | -19.4% | -15.7% |
| 3M | -27.3% | +50.0% | -77.4% | -31.2% |
| 6M | -4.5% | +67.3% | -71.8% | -11.3% |
| YTD | +15.1% | +43.6% | -28.4% | +8.7% |
| 1Y | +21.1% | +89.2% | -68.2% | +9.0% |
| 3Y | -14.1% | +502.5% | -516.6% | -32.7% |
| All | -14.1% | +507.7% | -521.8% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 3y: compounded portfolio wealth divided by compounded NTRA 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…
3y analysis · Full analysis span regression · 6 months rolling