-14.1%
ODFL vs NUE
+61.7%
-75.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.1% |
| 7D | -3.3% | -0.6% | -2.6% | -3.0% |
| 30D | -15.3% | -4.6% | -10.7% | -13.7% |
| 3M | -27.3% | -0.3% | -27.0% | -27.6% |
| 6M | -4.5% | +51.9% | -56.4% | -21.8% |
| YTD | +15.1% | +60.0% | -44.8% | -7.9% |
| 1Y | +21.1% | +82.9% | -61.8% | -9.1% |
| 3Y | -14.1% | +66.0% | -80.1% | -38.0% |
| All | -14.1% | +61.7% | -75.8% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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