+2,445.1%
EW vs PODD
+770.9%
+1,674.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +9.3% | -4.4% | +13.7% | +10.1% |
| 30D | +22.1% | +9.4% | +12.6% | +19.8% |
| 3M | +13.0% | +3.6% | +9.4% | +12.0% |
| 6M | +30.1% | -4.0% | +34.0% | +29.7% |
| YTD | +22.0% | -47.9% | +69.9% | +36.2% |
| 1Y | +23.7% | -53.8% | +77.5% | +41.1% |
| 3Y | +62.0% | -4.5% | +66.5% | +57.8% |
| 5Y | -12.4% | -51.9% | +39.5% | -5.6% |
| 10Y | +236.1% | +308.9% | -72.8% | +154.8% |
| All | +2,445.1% | +770.9% | +1,674.2% | +1,430.1% |
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