-52.0%
PODD vs DOC
-24.5%
-27.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.4% |
| 7D | +1.6% | -1.5% | +3.1% | +2.1% |
| 30D | +10.7% | -4.8% | +15.4% | +12.4% |
| 3M | +0.7% | +6.9% | -6.2% | -1.8% |
| 6M | -39.3% | +20.7% | -60.0% | -43.8% |
| YTD | -48.1% | +34.1% | -82.3% | -54.1% |
| 1Y | -57.4% | +22.6% | -80.1% | -61.0% |
| 3Y | -23.3% | +20.8% | -44.1% | -30.8% |
| All | -52.0% | -24.5% | -27.5% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling