-9.6%
ODFL vs NVD
-99.1%
+89.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.3% | +10.8% | -14.1% | -2.5% |
| 30D | -15.3% | +0.8% | -16.0% | -15.0% |
| 3M | -27.3% | -20.8% | -6.5% | -28.1% |
| 6M | -4.5% | -41.2% | +36.7% | -6.9% |
| YTD | +15.1% | -44.2% | +59.3% | +12.1% |
| 1Y | +21.1% | -54.2% | +75.2% | +16.6% |
| 3Y | -14.1% | -99.1% | +85.0% | -42.7% |
| All | -9.6% | -99.1% | +89.6% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling