+515.7%
EMR vs PODD
+778.2%
-262.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.7% | -4.4% | +7.0% | +3.4% |
| 30D | +2.1% | +8.1% | -6.0% | +0.7% |
| 3M | +2.3% | +2.9% | -0.7% | +1.5% |
| 6M | +22.5% | -5.7% | +28.2% | +22.1% |
| YTD | +27.2% | -47.5% | +74.7% | +39.9% |
| 1Y | +28.0% | -55.7% | +83.7% | +45.0% |
| 3Y | +103.4% | -3.7% | +107.2% | +96.9% |
| 5Y | +88.2% | -52.6% | +140.7% | +99.9% |
| 10Y | +280.3% | +320.3% | -40.0% | +157.0% |
| All | +515.7% | +778.2% | -262.5% | +174.0% |
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 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