+692.4%
ECL vs PODD
+767.5%
-75.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -2.6% | +1.6% | -4.2% | -2.8% |
| 30D | -2.2% | +10.7% | -12.8% | -3.7% |
| 3M | +10.1% | +0.7% | +9.4% | +9.3% |
| 6M | -5.7% | -39.3% | +33.5% | +0.3% |
| YTD | +7.0% | -48.1% | +55.1% | +16.3% |
| 1Y | +2.7% | -57.4% | +60.1% | +14.7% |
| 3Y | +57.7% | -23.3% | +81.0% | +57.9% |
| 5Y | +31.1% | -51.3% | +82.4% | +37.4% |
| 10Y | +150.9% | +242.0% | -91.2% | +92.1% |
| All | +692.4% | +767.5% | -75.1% | +338.4% |
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