+840.0%
PODD vs BB
-81.0%
+921.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.8% |
| 7D | -9.1% | +7.3% | -16.4% | -10.3% |
| 30D | +7.3% | +11.2% | -3.9% | +4.8% |
| 3M | +3.7% | +4.7% | -1.0% | +1.6% |
| 6M | -2.7% | +51.1% | -53.8% | -12.9% |
| YTD | -47.2% | +148.0% | -195.2% | -57.5% |
| 1Y | -54.0% | +106.1% | -160.2% | -61.7% |
| 3Y | -3.3% | +158.2% | -161.5% | -27.2% |
| 5Y | -52.3% | -10.8% | -41.5% | -57.5% |
| 10Y | +322.4% | +29.3% | +293.1% | +171.8% |
| All | +840.0% | -81.0% | +921.0% | +696.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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