+824.1%
PODD vs DD
+178.9%
+645.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.2% |
| 7D | +1.6% | -3.5% | +5.1% | +3.2% |
| 30D | +10.7% | -10.3% | +21.0% | +15.8% |
| 3M | +0.7% | -7.5% | +8.3% | +3.2% |
| 6M | -39.3% | -8.0% | -31.3% | -38.3% |
| YTD | -48.1% | +10.5% | -58.6% | -51.6% |
| 1Y | -57.4% | +38.3% | -95.7% | -64.3% |
| 3Y | -23.3% | +42.5% | -65.7% | -38.8% |
| 5Y | -51.3% | +60.2% | -111.4% | -63.9% |
| 10Y | +242.0% | +68.9% | +173.2% | +116.6% |
| All | +824.1% | +178.9% | +645.2% | +194.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling