+39,406.4%
ODFL vs NVMI
+1,933.5%
+37,472.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -2.8% | +3.8% | -6.6% | -3.2% |
| 30D | -13.7% | -7.6% | -6.1% | -13.0% |
| 3M | -23.4% | -28.0% | +4.6% | -21.2% |
| 6M | -7.2% | -15.3% | +8.1% | -6.4% |
| YTD | +15.6% | +11.5% | +4.2% | +13.1% |
| 1Y | +24.2% | +31.6% | -7.4% | +19.0% |
| 3Y | -12.8% | +207.0% | -219.7% | -24.6% |
| 5Y | +27.1% | +262.8% | -235.7% | +7.6% |
| 10Y | +739.9% | +3,074.6% | -2,334.7% | +498.9% |
| All | +39,406.4% | +1,933.5% | +37,472.9% | +23,885.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling