-27.4%
ON vs PODD
-20.7%
-6.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.9% | -3.9% |
| 7D | -2.2% | -4.1% | +2.0% | -1.5% |
| 30D | -12.4% | +0.8% | -13.2% | -12.6% |
| 3M | -41.2% | -6.1% | -35.1% | -41.4% |
| 6M | +25.0% | -40.0% | +65.0% | +40.9% |
| YTD | +31.3% | -49.9% | +81.2% | +57.3% |
| 1Y | +45.4% | -59.3% | +104.7% | +86.1% |
| 3Y | -27.4% | -17.2% | -10.2% | -27.4% |
| All | -27.4% | -20.7% | -6.7% | -27.4% |
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