+221.7%
PODD vs DD
+67.0%
+154.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.2% |
| 7D | -10.6% | -2.9% | -7.7% | -9.8% |
| 30D | -6.9% | -11.5% | +4.6% | -3.8% |
| 3M | -10.6% | -5.4% | -5.2% | -9.8% |
| 6M | -43.5% | -6.9% | -36.6% | -43.1% |
| YTD | -52.6% | +6.9% | -59.5% | -54.3% |
| 1Y | -60.1% | +35.6% | -95.7% | -64.3% |
| 3Y | -21.7% | +42.5% | -64.2% | -32.5% |
| 5Y | -54.6% | +58.5% | -113.0% | -62.5% |
| All | +221.7% | +67.0% | +154.7% | +126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling