+830.5%
PODD vs CBOE
+1,025.9%
-195.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.0% |
| 7D | -4.1% | -4.6% | +0.5% | -2.8% |
| 30D | +0.8% | +2.6% | -1.9% | -0.3% |
| 3M | -6.1% | +4.9% | -11.0% | -8.2% |
| 6M | -40.0% | -2.2% | -37.8% | -40.7% |
| YTD | -49.9% | +17.7% | -67.7% | -53.6% |
| 1Y | -59.3% | +26.1% | -85.4% | -63.3% |
| 3Y | -17.2% | +97.1% | -114.3% | -37.8% |
| 5Y | -53.0% | +149.2% | -202.2% | -67.7% |
| 10Y | +226.1% | +385.1% | -159.0% | +65.8% |
| All | +830.5% | +1,025.9% | -195.4% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling