+32,809.5%
ODFL vs NTRS
+4,760.1%
+28,049.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -3.3% | +1.4% | -4.6% | -3.8% |
| 30D | -15.3% | -0.7% | -14.6% | -15.1% |
| 3M | -27.3% | +11.3% | -38.6% | -30.5% |
| 6M | -4.5% | +35.5% | -40.0% | -15.5% |
| YTD | +15.1% | +40.6% | -25.4% | +0.4% |
| 1Y | +21.1% | +49.2% | -28.1% | +3.1% |
| 3Y | -14.1% | +167.2% | -181.3% | -42.1% |
| 5Y | +26.6% | +94.9% | -68.3% | -5.4% |
| 10Y | +736.4% | +259.5% | +476.9% | +379.2% |
| All | +32,809.5% | +4,760.1% | +28,049.4% | +11,900.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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