+27.6%
IR vs PODD
-10.3%
+37.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.2% | +7.5% | +2.3% |
| 7D | +3.7% | -2.1% | +5.8% | +3.9% |
| 30D | +7.4% | +9.0% | -1.6% | +5.9% |
| 3M | -5.9% | +5.2% | -11.1% | -6.9% |
| 6M | +5.6% | -3.2% | +8.7% | +4.9% |
| YTD | +4.8% | -48.5% | +53.3% | +15.6% |
| 1Y | +6.9% | -54.7% | +61.6% | +20.3% |
| 3Y | +27.6% | -7.8% | +35.4% | +29.7% |
| All | +27.6% | -10.3% | +37.9% | +29.7% |
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