+105.0%
DAL vs PODD
+315.5%
-210.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.1% |
| 7D | +1.4% | -4.4% | +5.8% | +2.3% |
| 30D | +9.1% | +8.1% | +1.0% | +7.4% |
| 3M | -3.5% | +2.9% | -6.4% | -4.2% |
| 6M | +23.4% | -5.7% | +29.1% | +23.4% |
| YTD | +26.0% | -47.5% | +73.5% | +41.6% |
| 1Y | +44.6% | -55.7% | +100.3% | +68.0% |
| 3Y | +162.7% | -3.7% | +166.5% | +157.2% |
| 5Y | +113.0% | -52.6% | +165.6% | +130.1% |
| All | +105.0% | +315.5% | -210.5% | +50.9% |
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