-53.0%
PODD vs COO
-39.5%
-13.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -1.9% |
| 7D | -4.1% | -2.3% | -1.8% | -2.8% |
| 30D | +0.8% | -8.8% | +9.6% | +6.3% |
| 3M | -6.1% | +1.3% | -7.4% | -6.8% |
| 6M | -40.0% | -11.6% | -28.4% | -35.7% |
| YTD | -49.9% | -17.4% | -32.5% | -44.4% |
| 1Y | -59.3% | -1.6% | -57.7% | -59.2% |
| 3Y | -17.2% | -22.6% | +5.4% | -9.5% |
| 5Y | -53.0% | -40.3% | -12.6% | -40.8% |
| All | -53.0% | -39.5% | -13.5% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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