+27.3%
ODFL vs NYT
+38.8%
-11.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -3.3% | -0.6% | -2.7% | -3.1% |
| 30D | -15.3% | +4.6% | -19.9% | -16.6% |
| 3M | -27.3% | -9.6% | -17.7% | -25.4% |
| 6M | -4.5% | -14.0% | +9.5% | -0.7% |
| YTD | +15.1% | -2.8% | +18.0% | +14.0% |
| 1Y | +21.1% | +15.6% | +5.5% | +12.1% |
| 3Y | -14.1% | +56.3% | -70.4% | -31.3% |
| All | +27.3% | +38.8% | -11.5% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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