+743.9%
PODD vs NTRS
+369.2%
+374.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.9% |
| 7D | -10.6% | +0.3% | -10.9% | -10.7% |
| 30D | -6.9% | +0.2% | -7.1% | -7.1% |
| 3M | -10.6% | +13.2% | -23.8% | -15.8% |
| 6M | -43.5% | +36.9% | -80.4% | -51.3% |
| YTD | -52.6% | +39.1% | -91.7% | -59.6% |
| 1Y | -60.1% | +50.4% | -110.6% | -67.3% |
| 3Y | -21.7% | +166.8% | -188.5% | -51.6% |
| 5Y | -54.6% | +92.9% | -147.4% | -68.4% |
| 10Y | +228.2% | +255.7% | -27.5% | +50.7% |
| All | +743.9% | +369.2% | +374.7% | +179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling