+177.2%
DLR vs PODD
+237.5%
-60.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.2% |
| 7D | +2.9% | -6.9% | +9.8% | +3.9% |
| 30D | -1.2% | -3.5% | +2.3% | -0.8% |
| 3M | +2.9% | -13.6% | +16.5% | +4.4% |
| 6M | +6.7% | -42.6% | +49.3% | +14.5% |
| YTD | +23.9% | -51.5% | +75.3% | +36.2% |
| 1Y | +18.6% | -60.9% | +79.5% | +34.5% |
| 3Y | +59.7% | -19.8% | +79.5% | +59.0% |
| 5Y | +42.1% | -54.4% | +96.4% | +50.2% |
| All | +177.2% | +237.5% | -60.4% | +133.9% |
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