+189.8%
NOC vs PODD
+223.0%
-33.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | +0.8% | -10.5% | +11.3% | +1.7% |
| 30D | -9.7% | -9.0% | -0.7% | -9.0% |
| 3M | -5.6% | -11.5% | +5.9% | -5.0% |
| 6M | -28.6% | -44.7% | +16.2% | -25.6% |
| YTD | -7.9% | -53.6% | +45.7% | -2.8% |
| 1Y | -9.5% | -61.0% | +51.4% | -3.3% |
| 3Y | +28.4% | -24.7% | +53.1% | +27.4% |
| 5Y | +59.0% | -55.5% | +114.4% | +63.4% |
| All | +189.8% | +223.0% | -33.1% | +154.6% |
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