-54.4%
PODD vs DRI
+68.4%
-122.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -2.4% |
| 7D | -6.9% | -4.8% | -2.1% | -5.1% |
| 30D | -3.5% | -3.9% | +0.5% | -2.2% |
| 3M | -13.6% | +5.1% | -18.7% | -15.8% |
| 6M | -42.6% | +5.5% | -48.1% | -44.3% |
| YTD | -51.5% | +16.5% | -67.9% | -55.1% |
| 1Y | -60.9% | +2.0% | -62.9% | -61.9% |
| 3Y | -19.8% | +54.5% | -74.3% | -38.3% |
| 5Y | -54.4% | +66.6% | -121.0% | -67.7% |
| All | -54.4% | +68.4% | -122.8% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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