+27.3%
ODFL vs NUE
+146.6%
-119.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.1% |
| 7D | -3.3% | -0.6% | -2.6% | -3.1% |
| 30D | -15.3% | -4.6% | -10.7% | -13.8% |
| 3M | -27.3% | -0.3% | -27.0% | -27.7% |
| 6M | -4.5% | +51.9% | -56.4% | -20.4% |
| YTD | +15.1% | +60.0% | -44.8% | -6.2% |
| 1Y | +21.1% | +82.9% | -61.8% | -7.0% |
| 3Y | -14.1% | +66.0% | -80.1% | -33.7% |
| All | +27.3% | +146.6% | -119.3% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling