+157.7%
NEM vs PODD
-54.3%
+212.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.6% |
| 7D | +3.1% | -6.9% | +9.9% | +3.9% |
| 30D | +10.0% | -3.5% | +13.4% | +10.4% |
| 3M | +30.9% | -13.6% | +44.5% | +32.1% |
| 6M | +10.5% | -42.6% | +53.2% | +18.6% |
| YTD | +29.7% | -51.5% | +81.2% | +42.8% |
| 1Y | +71.1% | -60.9% | +132.0% | +94.6% |
| 3Y | +252.1% | -19.8% | +271.9% | +252.9% |
| 5Y | +157.7% | -54.4% | +212.1% | +166.2% |
| All | +157.7% | -54.3% | +212.0% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling