+215.2%
PODD vs DTE
+137.8%
+77.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -10.5% | -2.6% | -8.0% | -9.7% |
| 30D | -9.0% | -4.4% | -4.6% | -7.6% |
| 3M | -11.5% | -8.3% | -3.2% | -8.7% |
| 6M | -44.7% | -8.1% | -36.7% | -43.0% |
| YTD | -53.6% | +4.4% | -58.0% | -54.3% |
| 1Y | -61.0% | +0.2% | -61.1% | -61.0% |
| 3Y | -24.7% | +42.6% | -67.3% | -34.3% |
| 5Y | -55.5% | +31.5% | -86.9% | -60.0% |
| All | +215.2% | +137.8% | +77.4% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling