-55.3%
PODD vs DVA
+46.8%
-102.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -10.5% | -1.3% | -9.2% | -10.3% |
| 30D | -9.0% | 0.0% | -9.1% | -9.1% |
| 3M | -11.5% | -10.9% | -0.6% | -8.8% |
| 6M | -44.7% | +17.3% | -62.0% | -45.9% |
| YTD | -53.6% | +59.8% | -113.4% | -57.8% |
| 1Y | -61.0% | +36.3% | -97.2% | -63.2% |
| 3Y | -24.7% | +88.6% | -113.3% | -36.1% |
| All | -55.3% | +46.8% | -102.1% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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