-45.3%
PODD vs DOC
-22.8%
-22.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.4% | +5.4% |
| 7D | +10.8% | +8.7% | +2.1% | +7.6% |
| 30D | +21.7% | +7.6% | +14.0% | +18.6% |
| 3M | -1.1% | -5.3% | +4.2% | +0.5% |
| 6M | -3.7% | +27.6% | -31.3% | -13.2% |
| YTD | -41.9% | +32.4% | -74.3% | -48.6% |
| 1Y | -48.5% | +22.9% | -71.3% | -52.9% |
| 3Y | +1.5% | +43.1% | -41.6% | -16.7% |
| 5Y | -45.3% | -21.4% | -23.9% | -33.5% |
| All | -45.3% | -22.8% | -22.5% | -33.5% |
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