+764.2%
PODD vs BR
+1,067.1%
-302.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | -6.9% | -5.0% | -1.9% | -4.0% |
| 30D | -3.5% | -2.5% | -1.0% | -2.1% |
| 3M | -13.6% | +13.5% | -27.1% | -19.8% |
| 6M | -42.6% | -9.4% | -33.2% | -39.7% |
| YTD | -51.5% | -23.3% | -28.2% | -44.2% |
| 1Y | -60.9% | -31.6% | -29.3% | -52.0% |
| 3Y | -19.8% | -5.1% | -14.7% | -20.4% |
| 5Y | -54.4% | +8.2% | -62.6% | -58.8% |
| 10Y | +236.1% | +189.8% | +46.2% | +52.2% |
| All | +764.2% | +1,067.1% | -302.9% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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