-23.2%
PODD vs DTE
+45.3%
-68.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -1.9% |
| 7D | -10.6% | -2.0% | -8.6% | -9.9% |
| 30D | -6.9% | -2.4% | -4.5% | -6.2% |
| 3M | -10.6% | -7.3% | -3.3% | -8.1% |
| 6M | -43.5% | -7.6% | -35.8% | -41.8% |
| YTD | -52.6% | +5.8% | -58.4% | -53.2% |
| 1Y | -60.1% | +2.3% | -62.4% | -60.3% |
| All | -23.2% | +45.3% | -68.5% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling