+4.4%
FICO vs PODD
-22.7%
+27.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.1% | -14.6% | -16.3% |
| 7D | -19.2% | +1.6% | -20.8% | -19.4% |
| 30D | -14.6% | +10.7% | -25.3% | -16.1% |
| 3M | -20.1% | +0.7% | -20.8% | -20.9% |
| 6M | -36.3% | -39.3% | +3.0% | -30.4% |
| YTD | -44.9% | -48.1% | +3.3% | -37.8% |
| 1Y | -38.6% | -57.4% | +18.8% | -28.0% |
| All | +4.4% | -22.7% | +27.1% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling