+215.2%
PODD vs NTRS
+259.9%
-44.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -10.5% | +1.4% | -11.9% | -10.9% |
| 30D | -9.0% | -0.7% | -8.4% | -8.9% |
| 3M | -11.5% | +11.3% | -22.9% | -14.7% |
| 6M | -44.7% | +35.5% | -80.3% | -50.0% |
| YTD | -53.6% | +40.6% | -94.2% | -58.6% |
| 1Y | -61.0% | +49.2% | -110.2% | -65.9% |
| 3Y | -24.7% | +167.2% | -191.9% | -46.1% |
| 5Y | -55.5% | +94.9% | -150.4% | -65.4% |
| All | +215.2% | +259.9% | -44.7% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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