-99.9%
DFNS vs PODD
-32.3%
-67.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.6% | -4.7% |
| 7D | +4.6% | -6.9% | +11.5% | +4.5% |
| 30D | -73.9% | -3.5% | -70.4% | -73.9% |
| 3M | -71.7% | -13.6% | -58.1% | -71.6% |
| 6M | -94.6% | -42.6% | -52.0% | -94.7% |
| YTD | -98.1% | -51.5% | -46.6% | -98.2% |
| 1Y | -98.3% | -60.9% | -37.4% | -98.4% |
| 3Y | -99.9% | -19.8% | -80.1% | -99.9% |
| 5Y | -99.9% | -54.4% | -45.5% | -99.9% |
| All | -99.9% | -32.3% | -67.5% | -99.9% |
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