+138.4%
EWJ vs PODD
+736.9%
-598.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.1% |
| 7D | +2.9% | -4.1% | +7.0% | +3.4% |
| 30D | +1.1% | +0.8% | +0.3% | +0.9% |
| 3M | +7.1% | -6.1% | +13.2% | +7.2% |
| 6M | +16.2% | -40.0% | +56.2% | +22.9% |
| YTD | +22.0% | -49.9% | +71.9% | +32.1% |
| 1Y | +26.2% | -59.3% | +85.5% | +40.2% |
| 3Y | +73.5% | -17.2% | +90.7% | +71.9% |
| 5Y | +52.7% | -53.0% | +105.7% | +59.5% |
| 10Y | +138.5% | +226.1% | -87.6% | +82.8% |
| All | +138.4% | +736.9% | -598.5% | +34.9% |
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