+171.8%
DLR vs PODD
+229.6%
-57.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.6% |
| 7D | -1.3% | -10.6% | +9.3% | +0.3% |
| 30D | -2.9% | -6.9% | +4.1% | -2.0% |
| 3M | +3.2% | -10.6% | +13.9% | +4.1% |
| 6M | +3.9% | -43.5% | +47.3% | +11.7% |
| YTD | +21.4% | -52.6% | +74.1% | +34.0% |
| 1Y | +9.7% | -60.1% | +69.8% | +24.0% |
| 3Y | +56.5% | -21.7% | +78.2% | +56.4% |
| 5Y | +41.5% | -54.6% | +96.1% | +49.8% |
| All | +171.8% | +229.6% | -57.9% | +130.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling