+113.5%
COP vs PODD
-53.6%
+167.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.2% | +6.8% | +0.9% |
| 7D | -11.5% | -2.1% | -9.4% | -11.5% |
| 30D | +5.0% | +9.0% | -4.1% | +4.3% |
| 3M | +17.5% | +5.2% | +12.3% | +16.9% |
| 6M | +16.2% | -3.2% | +19.4% | +15.9% |
| YTD | +48.8% | -48.5% | +97.2% | +54.9% |
| 1Y | +64.1% | -54.7% | +118.8% | +72.5% |
| 3Y | +25.7% | -7.8% | +33.5% | +23.1% |
| All | +113.5% | -53.6% | +167.1% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling