-5.9%
ODFL vs NVD
-99.2%
+93.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.9% |
| 7D | +0.2% | -7.7% | +7.8% | -0.4% |
| 30D | -13.4% | -5.8% | -7.6% | -13.6% |
| 3M | -24.2% | -23.2% | -1.0% | -25.1% |
| 6M | -3.3% | -49.7% | +46.4% | -6.8% |
| YTD | +19.8% | -47.7% | +67.5% | +16.1% |
| 1Y | +24.5% | -61.3% | +85.9% | +18.3% |
| 3Y | -9.6% | -99.2% | +89.5% | -39.9% |
| All | -5.9% | -99.2% | +93.3% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling