-51.9%
PODD vs COMP
-18.6%
-33.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | -0.3% |
| 7D | -4.4% | +7.2% | -11.6% | -5.3% |
| 30D | +9.4% | +6.4% | +3.1% | +8.4% |
| 3M | +3.6% | -19.4% | +23.1% | +5.7% |
| 6M | -4.0% | +14.6% | -18.5% | -6.6% |
| YTD | -47.9% | -5.5% | -42.4% | -48.8% |
| 1Y | -53.8% | +13.7% | -67.4% | -55.6% |
| 3Y | -4.5% | +409.7% | -414.2% | -30.5% |
| 5Y | -51.9% | -17.0% | -34.9% | -53.0% |
| All | -51.9% | -18.6% | -33.2% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling