+772.7%
ECL vs PODD
+781.2%
-8.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.2% | +1.7% |
| 7D | -0.5% | -2.5% | +1.9% | -0.2% |
| 30D | +8.8% | +10.7% | -1.9% | +7.2% |
| 3M | +7.8% | +6.1% | +1.7% | +6.8% |
| 6M | +21.3% | -2.8% | +24.1% | +20.8% |
| YTD | +17.8% | -47.3% | +65.1% | +27.7% |
| 1Y | +21.1% | -53.2% | +74.2% | +33.3% |
| 3Y | +80.1% | -2.0% | +82.1% | +74.5% |
| 5Y | +40.5% | -52.9% | +93.4% | +47.8% |
| 10Y | +197.7% | +321.1% | -123.3% | +122.2% |
| All | +772.7% | +781.2% | -8.6% | +381.2% |
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