+579.4%
NTAP vs PODD
+315.5%
+263.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +9.9% | -4.4% | +14.2% | +10.6% |
| 30D | -22.1% | +8.1% | -30.2% | -23.2% |
| 3M | -7.7% | +2.9% | -10.6% | -8.4% |
| 6M | +60.9% | -5.7% | +66.7% | +60.7% |
| YTD | +76.4% | -47.5% | +123.9% | +94.0% |
| 1Y | +69.3% | -55.7% | +125.0% | +91.7% |
| 3Y | +154.6% | -3.7% | +158.4% | +146.7% |
| 5Y | +131.4% | -52.6% | +184.0% | +145.7% |
| All | +579.4% | +315.5% | +263.9% | +380.8% |
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 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