+1,113.9%
NOC vs PODD
+778.2%
+335.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +4.5% | -4.4% | +8.9% | +5.1% |
| 30D | +14.1% | +8.1% | +6.0% | +12.8% |
| 3M | -4.5% | +2.9% | -7.4% | -5.0% |
| 6M | -0.8% | -5.7% | +5.0% | -0.8% |
| YTD | -2.5% | -47.5% | +45.0% | +4.2% |
| 1Y | -0.1% | -55.7% | +55.6% | +8.9% |
| 3Y | +24.6% | -3.7% | +28.4% | +20.4% |
| 5Y | +65.6% | -52.6% | +118.2% | +70.9% |
| 10Y | +160.5% | +320.3% | -159.8% | +87.4% |
| All | +1,113.9% | +778.2% | +335.8% | +488.8% |
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 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