-42.4%
PODD vs COMP
-52.0%
+9.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +2.0% |
| 7D | +4.1% | 0.0% | +4.1% | +4.0% |
| 30D | +13.9% | +16.6% | -2.7% | +11.7% |
| 3M | +4.1% | -23.5% | +27.6% | +6.8% |
| 6M | +2.4% | +25.7% | -23.3% | -1.3% |
| YTD | -46.4% | -3.4% | -42.9% | -47.4% |
| 1Y | -54.2% | +7.6% | -61.8% | -55.7% |
| 3Y | -6.9% | +423.6% | -430.4% | -31.8% |
| 5Y | -51.6% | -10.6% | -41.0% | -57.0% |
| All | -42.4% | -52.0% | +9.5% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling