-44.7%
PODD vs COMP
-52.0%
+7.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +10.7% | -16.9% | -7.3% |
| 7D | -2.1% | +13.4% | -15.6% | -3.6% |
| 30D | +9.0% | +11.1% | -2.1% | +7.5% |
| 3M | +5.2% | -18.8% | +24.0% | +7.2% |
| 6M | -3.2% | +10.5% | -13.7% | -5.4% |
| YTD | -48.5% | -3.4% | -45.0% | -49.4% |
| 1Y | -54.7% | +19.7% | -74.4% | -56.7% |
| 3Y | -7.8% | +381.6% | -389.4% | -31.8% |
| 5Y | -52.4% | -17.6% | -34.8% | -57.4% |
| All | -44.7% | -52.0% | +7.3% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling