+298.6%
ODFL vs NVT
+712.1%
-413.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.8% |
| 7D | -3.0% | +7.0% | -10.0% | -5.4% |
| 30D | -14.3% | -2.3% | -11.9% | -13.8% |
| 3M | -26.7% | -3.1% | -23.6% | -27.0% |
| 6M | -7.5% | +47.0% | -54.5% | -22.7% |
| YTD | +16.5% | +56.2% | -39.7% | -5.3% |
| 1Y | +23.5% | +74.5% | -51.0% | -5.0% |
| 3Y | -12.1% | +184.0% | -196.1% | -47.8% |
| 5Y | +28.9% | +410.8% | -381.8% | -40.4% |
| All | +298.6% | +712.1% | -413.5% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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