+29.0%
NOC vs PODD
-20.7%
+49.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.8% |
| 7D | -2.7% | -4.1% | +1.4% | -2.6% |
| 30D | -8.9% | +0.8% | -9.6% | -8.9% |
| 3M | -3.7% | -6.1% | +2.4% | -3.7% |
| 6M | -30.8% | -40.0% | +9.2% | -30.9% |
| YTD | -7.9% | -49.9% | +42.0% | -8.2% |
| 1Y | -9.4% | -59.3% | +49.9% | -9.7% |
| 3Y | +29.0% | -17.2% | +46.2% | +35.2% |
| All | +29.0% | -20.7% | +49.7% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling