+755.4%
ECL vs PODD
+761.8%
-6.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.2% | +4.5% | -0.8% |
| 7D | -0.8% | -2.1% | +1.4% | -0.5% |
| 30D | +8.1% | +9.0% | -0.9% | +6.7% |
| 3M | +6.4% | +5.2% | +1.2% | +5.4% |
| 6M | +14.8% | -3.2% | +17.9% | +14.3% |
| YTD | +15.5% | -48.5% | +63.9% | +25.6% |
| 1Y | +20.1% | -54.7% | +74.8% | +32.9% |
| 3Y | +77.8% | -7.8% | +85.6% | +73.8% |
| 5Y | +37.9% | -52.4% | +90.3% | +44.9% |
| 10Y | +202.7% | +315.9% | -113.2% | +126.3% |
| All | +755.4% | +761.8% | -6.4% | +373.2% |
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