-48.5%
PODD vs DD
+49.3%
-97.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.3% | +6.6% |
| 7D | +10.8% | +8.7% | +2.1% | +10.5% |
| 30D | +21.7% | +15.3% | +6.3% | +21.3% |
| 3M | -1.1% | +5.9% | -7.0% | -1.5% |
| 6M | -3.7% | +11.6% | -15.3% | -6.6% |
| YTD | -41.9% | +26.5% | -68.5% | -45.1% |
| 1Y | -48.5% | +35.4% | -83.9% | -52.4% |
| All | -48.5% | +49.3% | -97.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling