-13.7%
ODFL vs NVD
-99.1%
+85.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.2% | -0.5% |
| 7D | -2.8% | +9.0% | -11.8% | -2.2% |
| 30D | -13.7% | -5.5% | -8.2% | -13.8% |
| 3M | -23.4% | -24.6% | +1.3% | -24.4% |
| 6M | -7.2% | -42.1% | +34.9% | -9.6% |
| YTD | +15.6% | -44.3% | +60.0% | +12.6% |
| 1Y | +24.2% | -54.2% | +78.3% | +19.6% |
| All | -13.7% | -99.1% | +85.4% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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