-7.5%
ODFL vs NVMI
-7.8%
+0.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | -3.0% | +6.9% | -9.9% | -4.0% |
| 30D | -14.3% | -2.8% | -11.4% | -14.0% |
| 3M | -26.7% | -27.3% | +0.6% | -24.0% |
| 6M | -7.5% | -13.7% | +6.2% | -10.8% |
| All | -7.5% | -7.8% | +0.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 6mo: compounded portfolio wealth divided by compounded NVMI 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…
6mo analysis · Full analysis span regression · 6 months rolling