+215.2%
PODD vs COPX
+583.8%
-368.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -10.5% | -2.3% | -8.2% | -10.1% |
| 30D | -9.0% | +0.3% | -9.3% | -9.4% |
| 3M | -11.5% | +6.8% | -18.4% | -14.1% |
| 6M | -44.7% | +7.9% | -52.7% | -47.3% |
| YTD | -53.6% | +23.7% | -77.3% | -58.0% |
| 1Y | -61.0% | +71.5% | -132.5% | -68.3% |
| 3Y | -24.7% | +149.1% | -173.8% | -47.4% |
| 5Y | -55.5% | +167.3% | -222.8% | -70.2% |
| All | +215.2% | +583.8% | -368.6% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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