+1.6%
ECL vs PODD
-60.5%
+62.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +0.9% | -1.8% |
| 7D | -2.7% | -6.9% | +4.2% | -2.1% |
| 30D | -4.3% | -3.5% | -0.8% | -4.0% |
| 3M | +3.2% | -13.6% | +16.8% | +4.1% |
| 6M | -2.9% | -42.6% | +39.7% | +4.3% |
| YTD | +4.3% | -51.5% | +55.7% | +14.9% |
| 1Y | +1.6% | -60.9% | +62.6% | +15.0% |
| All | +1.6% | -60.5% | +62.2% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling