-24.7%
PODD vs DGX
+96.4%
-121.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.7% |
| 7D | -10.5% | -0.9% | -9.6% | -10.2% |
| 30D | -9.0% | -1.2% | -7.9% | -8.6% |
| 3M | -11.5% | +15.8% | -27.3% | -17.1% |
| 6M | -44.7% | +18.2% | -62.9% | -48.7% |
| YTD | -53.6% | +37.2% | -90.8% | -59.2% |
| 1Y | -61.0% | +30.4% | -91.3% | -65.1% |
| 3Y | -24.7% | +96.7% | -121.4% | -43.7% |
| All | -24.7% | +96.4% | -121.1% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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