+236.1%
PODD vs DAR
+364.6%
-128.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -6.9% | -0.2% | -6.7% | -6.9% |
| 30D | -3.5% | +7.4% | -10.9% | -5.4% |
| 3M | -13.6% | +15.7% | -29.3% | -17.0% |
| 6M | -42.6% | +30.0% | -72.7% | -46.8% |
| YTD | -51.5% | +87.5% | -139.0% | -59.2% |
| 1Y | -60.9% | +113.4% | -174.3% | -68.5% |
| 3Y | -19.8% | +15.3% | -35.1% | -26.1% |
| 5Y | -54.4% | -4.3% | -50.0% | -56.8% |
| 10Y | +236.1% | +380.2% | -144.1% | +77.3% |
| All | +236.1% | +364.6% | -128.6% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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