+7.1%
LOW vs PODD
-51.4%
+58.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | +1.4% | +4.1% | -2.7% | +0.7% |
| 30D | +21.7% | +13.9% | +7.8% | +19.1% |
| 3M | +5.0% | +4.1% | +0.9% | +4.2% |
| 6M | +4.6% | +2.4% | +2.2% | +3.2% |
| YTD | -3.5% | -46.4% | +42.9% | +6.2% |
| 1Y | +0.5% | -54.2% | +54.7% | +13.6% |
| 3Y | +24.8% | -6.9% | +31.7% | +19.5% |
| All | +7.1% | -51.4% | +58.5% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling