+122.8%
DAL vs PODD
+308.0%
-185.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.2% | +8.3% | +3.4% |
| 7D | +8.8% | -2.1% | +10.9% | +9.3% |
| 30D | +5.4% | +9.0% | -3.6% | +3.6% |
| 3M | -4.9% | +5.2% | -10.1% | -6.1% |
| 6M | +19.8% | -3.2% | +23.0% | +19.1% |
| YTD | +27.0% | -48.5% | +75.4% | +43.1% |
| 1Y | +52.5% | -54.7% | +107.1% | +76.2% |
| 3Y | +173.8% | -7.8% | +181.7% | +170.3% |
| 5Y | +104.5% | -52.4% | +157.0% | +120.9% |
| All | +122.8% | +308.0% | -185.2% | +68.7% |
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