-7.5%
ODFL vs NTRA
+70.1%
-77.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.9% |
| 7D | -3.0% | +1.6% | -4.6% | -3.1% |
| 30D | -14.3% | +3.8% | -18.0% | -14.5% |
| 3M | -26.7% | +48.2% | -75.0% | -29.4% |
| 6M | -7.5% | +61.0% | -68.4% | -12.3% |
| All | -7.5% | +70.1% | -77.6% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling