+300.2%
NEM vs PODD
+229.6%
+70.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.8% |
| 7D | -3.3% | -10.6% | +7.3% | -2.2% |
| 30D | +7.8% | -6.9% | +14.8% | +8.5% |
| 3M | +36.3% | -10.6% | +46.9% | +36.7% |
| 6M | +6.6% | -43.5% | +50.0% | +12.5% |
| YTD | +27.1% | -52.6% | +79.8% | +37.0% |
| 1Y | +62.3% | -60.1% | +122.4% | +78.4% |
| 3Y | +245.1% | -21.7% | +266.7% | +247.1% |
| 5Y | +154.0% | -54.6% | +208.6% | +166.2% |
| All | +300.2% | +229.6% | +70.6% | +287.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 10y: compounded portfolio wealth divided by compounded PODD 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…
10y analysis · Full analysis span regression · 6 months rolling