+855.4%
PODD vs DD
+225.9%
+629.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.4% |
| 7D | +4.1% | +5.0% | -0.9% | +1.9% |
| 30D | +13.9% | +19.7% | -5.8% | +5.0% |
| 3M | +4.1% | +7.2% | -3.1% | +0.5% |
| 6M | +2.4% | +1.0% | +1.4% | +0.5% |
| YTD | -46.4% | +29.1% | -75.5% | -53.4% |
| 1Y | -54.2% | +28.5% | -82.6% | -60.1% |
| 3Y | -6.9% | +89.4% | -96.3% | -34.6% |
| 5Y | -51.6% | +67.1% | -118.7% | -64.7% |
| 10Y | +329.3% | +97.5% | +231.7% | +152.8% |
| All | +855.4% | +225.9% | +629.5% | +183.8% |
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