-54.6%
PODD vs COPX
+167.3%
-221.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.6% | -0.8% |
| 7D | -10.6% | -2.9% | -7.7% | -10.1% |
| 30D | -6.9% | 0.0% | -6.9% | -7.2% |
| 3M | -10.6% | +14.8% | -25.4% | -14.8% |
| 6M | -43.5% | +7.0% | -50.5% | -45.9% |
| YTD | -52.6% | +23.8% | -76.5% | -57.4% |
| 1Y | -60.1% | +75.7% | -135.8% | -68.6% |
| 3Y | -21.7% | +156.4% | -178.1% | -49.5% |
| 5Y | -54.6% | +167.6% | -222.1% | -71.8% |
| All | -54.6% | +167.3% | -221.8% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling