-99.9%
DFNS vs PODD
-27.6%
-72.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.5% |
| 7D | -16.0% | +1.6% | -17.6% | -16.0% |
| 30D | -77.7% | +10.7% | -88.4% | -77.6% |
| 3M | -77.2% | +0.7% | -77.9% | -76.9% |
| 6M | -95.2% | -39.3% | -55.9% | -95.3% |
| YTD | -98.0% | -48.1% | -49.9% | -98.0% |
| 1Y | -98.3% | -57.4% | -40.8% | -98.4% |
| 3Y | -99.9% | -23.3% | -76.6% | -99.9% |
| 5Y | -99.9% | -51.3% | -48.6% | -99.9% |
| All | -99.9% | -27.6% | -72.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling