-44.3%
PODD vs COMP
-47.7%
+3.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | +1.6% | +1.4% | +0.3% | +1.4% |
| 30D | +10.7% | -13.3% | +24.0% | +12.3% |
| 3M | +0.7% | +41.1% | -40.4% | -3.7% |
| 6M | -39.3% | +17.2% | -56.5% | -41.3% |
| YTD | -48.1% | +5.2% | -53.3% | -49.4% |
| 1Y | -57.4% | +18.9% | -76.4% | -59.3% |
| 3Y | -23.3% | +215.9% | -239.2% | -39.8% |
| 5Y | -51.3% | -31.2% | -20.1% | -55.8% |
| All | -44.3% | -47.7% | +3.4% | -48.5% |
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 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