+34.2%
DIS vs PODD
+308.0%
-273.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.8% | +0.6% |
| 7D | +5.2% | -2.1% | +7.4% | +5.6% |
| 30D | +11.5% | +9.0% | +2.4% | +9.9% |
| 3M | +11.5% | +5.2% | +6.4% | +10.4% |
| 6M | +8.9% | -3.2% | +12.0% | +8.2% |
| YTD | +3.4% | -48.5% | +51.9% | +13.8% |
| 1Y | +7.2% | -54.7% | +61.9% | +20.3% |
| 3Y | +43.3% | -7.8% | +51.1% | +39.3% |
| 5Y | -31.4% | -52.4% | +21.0% | -27.4% |
| All | +34.2% | +308.0% | -273.8% | +10.4% |
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