+764.2%
PODD vs DTE
+537.2%
+226.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.6% |
| 7D | -6.9% | 0.0% | -6.9% | -6.9% |
| 30D | -3.5% | -0.5% | -2.9% | -3.3% |
| 3M | -13.6% | -6.0% | -7.6% | -10.6% |
| 6M | -42.6% | -7.2% | -35.4% | -40.3% |
| YTD | -51.5% | +7.2% | -58.6% | -53.4% |
| 1Y | -60.9% | +4.1% | -65.0% | -61.9% |
| 3Y | -19.8% | +46.9% | -66.6% | -36.3% |
| 5Y | -54.4% | +32.9% | -87.3% | -62.1% |
| 10Y | +236.1% | +144.5% | +91.6% | +72.3% |
| All | +764.2% | +537.2% | +226.9% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling