+583.0%
ON vs PODD
+767.5%
-184.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.6% |
| 7D | +2.4% | +1.6% | +0.8% | +2.0% |
| 30D | -3.3% | +10.7% | -14.0% | -6.2% |
| 3M | -43.6% | +0.7% | -44.3% | -45.0% |
| 6M | +19.0% | -39.3% | +58.2% | +32.2% |
| YTD | +37.4% | -48.1% | +85.5% | +59.6% |
| 1Y | +54.8% | -57.4% | +112.2% | +89.8% |
| 3Y | -25.2% | -23.3% | -1.9% | -25.0% |
| 5Y | +62.7% | -51.3% | +114.0% | +81.5% |
| 10Y | +574.3% | +242.0% | +332.3% | +328.6% |
| All | +583.0% | +767.5% | -184.5% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling