+7.8%
D vs PODD
-51.3%
+59.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.3% |
| 7D | +1.5% | +1.6% | -0.2% | +1.3% |
| 30D | -2.6% | +10.7% | -13.3% | -3.3% |
| 3M | 0.0% | +0.7% | -0.7% | -0.3% |
| 6M | +7.4% | -39.3% | +46.6% | +10.6% |
| YTD | +15.9% | -48.1% | +64.0% | +20.7% |
| 1Y | +18.1% | -57.4% | +75.6% | +24.7% |
| 3Y | +58.4% | -23.3% | +81.6% | +57.0% |
| All | +7.8% | -51.3% | +59.1% | +6.5% |
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