+32,809.5%
ODFL vs NYT
+1,033.8%
+31,775.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.3% | -0.6% | -2.7% | -3.1% |
| 30D | -15.3% | +4.6% | -19.9% | -16.4% |
| 3M | -27.3% | -9.6% | -17.7% | -25.7% |
| 6M | -4.5% | -14.0% | +9.5% | -1.4% |
| YTD | +15.1% | -2.8% | +18.0% | +14.6% |
| 1Y | +21.1% | +15.6% | +5.5% | +14.8% |
| 3Y | -14.1% | +56.3% | -70.4% | -26.0% |
| 5Y | +26.6% | +39.5% | -12.9% | +10.7% |
| 10Y | +736.4% | +488.0% | +248.4% | +380.9% |
| All | +32,809.5% | +1,033.8% | +31,775.7% | +15,181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling