-54.6%
PODD vs DTE
+31.2%
-85.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -1.8% |
| 7D | -10.6% | -2.0% | -8.6% | -9.8% |
| 30D | -6.9% | -2.4% | -4.5% | -6.0% |
| 3M | -10.6% | -7.3% | -3.3% | -7.5% |
| 6M | -43.5% | -7.6% | -35.8% | -41.4% |
| YTD | -52.6% | +5.8% | -58.4% | -53.8% |
| 1Y | -60.1% | +2.3% | -62.4% | -60.6% |
| 3Y | -21.7% | +45.0% | -66.7% | -35.3% |
| 5Y | -54.6% | +33.2% | -87.8% | -58.5% |
| All | -54.6% | +31.2% | -85.8% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling