-21.3%
PODD vs DD
+42.2%
-63.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.6% |
| 7D | -6.9% | -3.8% | -3.1% | -6.2% |
| 30D | -3.5% | -9.2% | +5.8% | -1.7% |
| 3M | -13.6% | -9.0% | -4.6% | -12.4% |
| 6M | -42.6% | -5.0% | -37.7% | -42.9% |
| YTD | -51.5% | +7.4% | -58.9% | -53.3% |
| 1Y | -60.9% | +35.1% | -96.0% | -64.7% |
| All | -21.3% | +42.2% | -63.5% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling