-7.5%
NOC vs PODD
-48.3%
+40.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.6% | -11.1% | -4.8% |
| 7D | -5.0% | +10.8% | -15.8% | -5.5% |
| 30D | +10.3% | +21.7% | -11.3% | +9.1% |
| 3M | -4.3% | -1.1% | -3.2% | -4.9% |
| 6M | -6.5% | -3.7% | -2.8% | -7.2% |
| YTD | -6.7% | -41.9% | +35.2% | -8.9% |
| 1Y | -7.5% | -48.5% | +41.0% | -9.1% |
| All | -7.5% | -48.3% | +40.9% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling