-54.6%
PODD vs CBOE
+145.0%
-199.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | -10.6% | -3.7% | -6.9% | -9.8% |
| 30D | -6.9% | +2.0% | -8.9% | -7.6% |
| 3M | -10.6% | -4.2% | -6.4% | -9.9% |
| 6M | -43.5% | +1.2% | -44.7% | -45.0% |
| YTD | -52.6% | +15.4% | -68.0% | -56.2% |
| 1Y | -60.1% | +23.5% | -83.6% | -64.2% |
| 3Y | -21.7% | +93.2% | -114.8% | -48.7% |
| 5Y | -54.6% | +142.0% | -196.5% | -76.3% |
| All | -54.6% | +145.0% | -199.5% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 5y: compounded portfolio wealth divided by compounded CBOE 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…
5y analysis · Full analysis span regression · 6 months rolling