+117.6%
DT vs PODD
+20.3%
+97.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -0.9% |
| 7D | -3.3% | +1.6% | -4.9% | -3.8% |
| 30D | +2.0% | +10.7% | -8.6% | -1.8% |
| 3M | +20.0% | +0.7% | +19.3% | +16.2% |
| 6M | +39.3% | -39.3% | +78.6% | +63.4% |
| YTD | +19.8% | -48.1% | +67.9% | +49.4% |
| 1Y | +4.3% | -57.4% | +61.7% | +40.2% |
| 3Y | +7.7% | -23.3% | +31.0% | +4.7% |
| 5Y | -26.8% | -51.3% | +24.4% | -16.3% |
| All | +117.6% | +20.3% | +97.3% | +63.2% |
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