+292.7%
PODD vs BURL
+1,051.1%
-758.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.6% |
| 7D | +1.6% | -2.8% | +4.4% | +2.1% |
| 30D | +10.7% | -28.2% | +38.8% | +18.4% |
| 3M | +0.7% | -17.6% | +18.3% | +4.4% |
| 6M | -39.3% | -11.8% | -27.5% | -38.3% |
| YTD | -48.1% | -8.1% | -40.0% | -47.8% |
| 1Y | -57.4% | -12.0% | -45.5% | -57.0% |
| 3Y | -23.3% | +63.3% | -86.6% | -34.2% |
| 5Y | -51.3% | -10.8% | -40.4% | -54.3% |
| 10Y | +242.0% | +215.9% | +26.1% | +138.0% |
| All | +292.7% | +1,051.1% | -758.5% | +131.3% |
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