-52.9%
PODD vs DRI
+76.5%
-129.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.7% | +1.7% |
| 7D | -2.5% | +3.1% | -5.6% | -3.6% |
| 30D | +10.7% | +16.2% | -5.5% | +4.6% |
| 3M | +6.1% | +8.4% | -2.2% | +2.5% |
| 6M | -2.8% | +19.0% | -21.8% | -10.0% |
| YTD | -47.3% | +28.8% | -76.1% | -53.3% |
| 1Y | -53.2% | +33.1% | -86.3% | -59.1% |
| 3Y | -2.0% | +70.8% | -72.8% | -28.7% |
| 5Y | -52.9% | +74.2% | -127.2% | -68.1% |
| All | -52.9% | +76.5% | -129.4% | -68.1% |
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