+716.4%
ODFL vs NTRA
+1,727.4%
-1,011.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.8% |
| 6M | -4.5% | +67.3% | -71.8% | -10.6% |
| YTD | +15.1% | +43.6% | -28.4% | +9.3% |
| 1Y | +21.1% | +89.2% | -68.2% | +11.2% |
| 3Y | -14.1% | +502.5% | -516.6% | -31.8% |
| 5Y | +26.6% | +173.8% | -147.2% | +3.8% |
| 10Y | +736.4% | +3,189.3% | -2,452.9% | +433.5% |
| All | +716.4% | +1,727.4% | -1,011.0% | +428.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling