+27.3%
ODFL vs NVS
+92.9%
-65.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.3% | -14.3% | +11.0% | +0.6% |
| 30D | -15.3% | -10.0% | -5.3% | -13.6% |
| 3M | -27.3% | -10.9% | -16.4% | -25.7% |
| 6M | -4.5% | -12.0% | +7.5% | -2.1% |
| YTD | +15.1% | +2.5% | +12.6% | +12.2% |
| 1Y | +21.1% | +10.7% | +10.4% | +15.0% |
| 3Y | -14.1% | +53.3% | -67.4% | -27.7% |
| All | +27.3% | +92.9% | -65.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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