+23.9%
IR vs PODD
-4.1%
+28.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | +2.5% | +4.1% | -1.6% | +1.9% |
| 30D | +9.2% | +13.9% | -4.7% | +7.0% |
| 3M | +0.9% | +4.1% | -3.2% | +0.1% |
| 6M | +19.2% | +2.4% | +16.8% | +17.6% |
| YTD | +7.5% | -46.4% | +53.8% | +17.9% |
| 1Y | +11.7% | -54.2% | +65.9% | +25.7% |
| 3Y | +23.9% | -6.9% | +30.8% | +23.5% |
| All | +23.9% | -4.1% | +28.0% | +23.5% |
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