+827.7%
PODD vs EL
+519.1%
+308.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -4.4% | +7.6% | -12.0% | -7.2% |
| 30D | +9.4% | +15.7% | -6.2% | +3.0% |
| 3M | +3.6% | +30.5% | -26.9% | -8.1% |
| 6M | -4.0% | +32.5% | -36.5% | -16.3% |
| YTD | -47.9% | +9.4% | -57.4% | -52.3% |
| 1Y | -53.8% | +28.4% | -82.1% | -60.7% |
| 3Y | -4.5% | +4.4% | -9.0% | -20.0% |
| 5Y | -51.9% | -64.5% | +12.6% | -32.1% |
| 10Y | +308.9% | +64.9% | +244.0% | +117.0% |
| All | +827.7% | +519.1% | +308.6% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling