-5.3%
FSLY vs PODD
+30.8%
-36.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.7% | +6.9% |
| 7D | +11.2% | -6.9% | +18.1% | +14.3% |
| 30D | -18.2% | -3.5% | -14.7% | -17.4% |
| 3M | +21.9% | -13.6% | +35.5% | +25.3% |
| 6M | +4.0% | -42.6% | +46.7% | +24.8% |
| YTD | +123.1% | -51.5% | +174.6% | +188.8% |
| 1Y | +196.9% | -60.9% | +257.8% | +329.7% |
| 3Y | -1.3% | -19.8% | +18.5% | -12.0% |
| 5Y | -50.2% | -54.4% | +4.2% | -40.0% |
| All | -5.3% | +30.8% | -36.1% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling