+10.1%
IR vs PODD
-22.0%
+32.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.5% |
| 7D | -2.8% | +1.6% | -4.4% | -3.0% |
| 30D | -15.1% | +10.7% | -25.8% | -16.3% |
| 3M | +6.1% | +0.7% | +5.3% | +5.2% |
| 6M | -16.8% | -39.3% | +22.5% | -11.6% |
| YTD | -3.5% | -48.1% | +44.6% | +4.6% |
| 1Y | -3.5% | -57.4% | +53.9% | +7.4% |
| All | +10.1% | -22.0% | +32.1% | +13.5% |
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