+315.7%
PODD vs BURL
+987.9%
-672.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.4% | -4.8% |
| 7D | +2.4% | +3.5% | -1.1% | +1.7% |
| 30D | +15.9% | -9.3% | +25.2% | +18.2% |
| 3M | +17.2% | -32.1% | +49.3% | +26.5% |
| 6M | -6.8% | -19.8% | +13.0% | -3.4% |
| YTD | -45.1% | -13.2% | -31.9% | -44.2% |
| 1Y | -50.3% | -7.8% | -42.5% | -50.4% |
| 3Y | -4.0% | +89.3% | -93.3% | -20.5% |
| 5Y | -49.3% | -15.8% | -33.5% | -51.9% |
| 10Y | +343.1% | +262.2% | +81.0% | +199.3% |
| All | +315.7% | +987.9% | -672.3% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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