-38.9%
PODD vs EOSE
-60.6%
+21.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -2.0% |
| 7D | -10.5% | +1.8% | -12.3% | -10.7% |
| 30D | -9.0% | -6.8% | -2.2% | -8.9% |
| 3M | -11.5% | -36.3% | +24.7% | -9.8% |
| 6M | -44.7% | -38.8% | -6.0% | -44.3% |
| YTD | -53.6% | -65.5% | +12.0% | -52.1% |
| 1Y | -61.0% | -45.3% | -15.7% | -61.6% |
| 3Y | -24.7% | +44.2% | -68.9% | -36.6% |
| 5Y | -55.5% | -69.5% | +14.0% | -62.1% |
| All | -38.9% | -60.6% | +21.7% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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