+606.1%
COST vs PODD
+223.0%
+383.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -1.2% | -10.5% | +9.3% | +0.2% |
| 30D | -4.7% | -9.0% | +4.3% | -3.6% |
| 3M | -7.1% | -11.5% | +4.4% | -6.2% |
| 6M | -8.5% | -44.7% | +36.2% | -2.4% |
| YTD | +5.4% | -53.6% | +59.0% | +14.8% |
| 1Y | -5.6% | -61.0% | +55.3% | +5.0% |
| 3Y | +68.5% | -24.7% | +93.2% | +68.4% |
| 5Y | +105.2% | -55.5% | +160.7% | +114.6% |
| All | +606.1% | +223.0% | +383.1% | +545.8% |
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