+824.1%
PODD vs DRI
+873.4%
-49.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.9% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +10.7% | +3.8% | +6.8% | +8.8% |
| 3M | +0.7% | +13.0% | -12.3% | -4.5% |
| 6M | -39.3% | +8.3% | -47.6% | -41.6% |
| YTD | -48.1% | +20.6% | -68.7% | -52.5% |
| 1Y | -57.4% | +6.5% | -63.9% | -59.2% |
| 3Y | -23.3% | +53.7% | -77.0% | -37.8% |
| 5Y | -51.3% | +72.7% | -123.9% | -62.7% |
| 10Y | +242.0% | +363.2% | -121.1% | +39.0% |
| All | +824.1% | +873.4% | -49.4% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling