+1,116.8%
NOC vs PODD
+796.9%
+319.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | +4.8% | +4.1% | +0.8% | +4.3% |
| 30D | +11.0% | +13.9% | -2.8% | +9.2% |
| 3M | -3.8% | +4.1% | -7.9% | -4.5% |
| 6M | +0.6% | +2.4% | -1.8% | -0.4% |
| YTD | -2.3% | -46.4% | +44.1% | +4.2% |
| 1Y | +0.3% | -54.2% | +54.4% | +8.8% |
| 3Y | +24.6% | -6.9% | +31.5% | +21.0% |
| 5Y | +66.0% | -51.6% | +117.6% | +70.9% |
| 10Y | +161.2% | +329.3% | -168.1% | +87.4% |
| All | +1,116.8% | +796.9% | +319.9% | +488.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling