+824.1%
PODD vs BB
-84.4%
+908.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.6% | -5.6% | +7.3% | +2.7% |
| 30D | +10.7% | -11.8% | +22.5% | +12.9% |
| 3M | +0.7% | -25.5% | +26.3% | +4.3% |
| 6M | -39.3% | +121.3% | -160.5% | -49.6% |
| YTD | -48.1% | +103.2% | -151.3% | -56.3% |
| 1Y | -57.4% | +102.6% | -160.1% | -64.4% |
| 3Y | -23.3% | +37.5% | -60.8% | -34.7% |
| 5Y | -51.3% | -30.4% | -20.8% | -54.3% |
| 10Y | +242.0% | 0.0% | +242.0% | +133.4% |
| All | +824.1% | -84.4% | +908.5% | +718.8% |
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