+330.4%
PODD vs EL
+60.4%
+270.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -4.4% | +2.7% | -7.0% | -5.1% |
| 30D | +8.1% | +10.8% | -2.7% | +4.9% |
| 3M | +2.9% | +26.5% | -23.5% | -4.3% |
| 6M | -5.7% | +31.1% | -36.8% | -13.7% |
| YTD | -47.5% | +6.6% | -54.1% | -50.0% |
| 1Y | -55.7% | +21.8% | -77.5% | -59.6% |
| 3Y | -3.7% | +1.8% | -5.5% | -12.8% |
| 5Y | -52.6% | -65.6% | +13.0% | -34.1% |
| All | +330.4% | +60.4% | +270.0% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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