+539.2%
ON vs PODD
+770.9%
-231.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -4.1% | -4.4% | +0.3% | -2.9% |
| 30D | -10.2% | +9.4% | -19.7% | -12.6% |
| 3M | -12.7% | +3.6% | -16.4% | -14.1% |
| 6M | -32.5% | -4.0% | -28.6% | -33.9% |
| YTD | +28.6% | -47.9% | +76.5% | +48.7% |
| 1Y | +43.4% | -53.8% | +97.2% | +71.2% |
| 3Y | +3.3% | -4.5% | +7.8% | -2.4% |
| 5Y | +22.5% | -51.9% | +74.4% | +36.9% |
| 10Y | +535.7% | +308.9% | +226.8% | +287.5% |
| All | +539.2% | +770.9% | -231.7% | +157.8% |
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