-28.1%
FSLY vs PODD
+42.2%
-70.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +5.7% |
| 7D | -17.9% | -9.1% | -8.9% | -14.2% |
| 30D | -34.7% | +7.3% | -42.0% | -36.4% |
| 3M | -40.0% | +3.7% | -43.7% | -41.3% |
| 6M | -11.8% | -2.7% | -9.2% | -14.6% |
| YTD | +69.5% | -47.2% | +116.8% | +111.9% |
| 1Y | +44.0% | -54.0% | +98.0% | +92.8% |
| 3Y | +5.2% | -3.3% | +8.5% | -13.9% |
| 5Y | -65.6% | -52.3% | -13.3% | -59.0% |
| All | -28.1% | +42.2% | -70.3% | -36.2% |
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