+774.0%
PODD vs COPX
+200.8%
+573.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | -6.9% | +6.0% | -12.9% | -8.6% |
| 30D | -3.5% | +6.4% | -9.9% | -5.5% |
| 3M | -13.6% | +19.3% | -32.9% | -19.4% |
| 6M | -42.6% | +16.2% | -58.9% | -47.0% |
| YTD | -51.5% | +33.2% | -84.6% | -57.8% |
| 1Y | -60.9% | +90.2% | -151.1% | -70.1% |
| 3Y | -19.8% | +175.7% | -195.4% | -47.9% |
| 5Y | -54.4% | +193.1% | -247.5% | -71.6% |
| 10Y | +236.1% | +619.4% | -383.4% | +37.9% |
| All | +774.0% | +200.8% | +573.2% | +394.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling