+88.3%
DT vs PODD
+21.8%
+66.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +2.7% | -4.4% | +7.1% | +4.3% |
| 30D | -30.4% | +8.1% | -38.4% | -32.6% |
| 3M | -9.4% | +2.9% | -12.3% | -10.8% |
| 6M | +14.5% | -5.7% | +20.2% | +13.5% |
| YTD | +3.6% | -47.5% | +51.1% | +28.0% |
| 1Y | -3.4% | -55.7% | +52.2% | +27.3% |
| 3Y | -11.1% | -3.7% | -7.4% | -21.6% |
| 5Y | -39.5% | -52.6% | +13.1% | -29.8% |
| All | +88.3% | +21.8% | +66.5% | +39.9% |
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