+65.6%
NOC vs PODD
-52.9%
+118.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +4.5% | -4.4% | +8.9% | +4.8% |
| 30D | +14.1% | +8.1% | +6.0% | +13.5% |
| 3M | -4.5% | +2.9% | -7.4% | -4.7% |
| 6M | -0.8% | -5.7% | +5.0% | -0.8% |
| YTD | -2.5% | -47.5% | +45.0% | -0.2% |
| 1Y | -0.1% | -55.7% | +55.6% | +3.1% |
| 3Y | +24.6% | -3.7% | +28.4% | +21.2% |
| 5Y | +65.6% | -52.6% | +118.2% | +63.8% |
| All | +65.6% | -52.9% | +118.4% | +63.8% |
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