-17.4%
PODD vs ES
+32.6%
-50.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | +10.7% | -2.0% | +12.6% | +11.1% |
| 3M | +0.7% | +1.7% | -0.9% | +0.5% |
| 6M | -39.3% | -3.5% | -35.7% | -39.0% |
| YTD | -48.1% | +7.9% | -56.0% | -48.7% |
| 1Y | -57.4% | +17.2% | -74.6% | -58.9% |
| All | -17.4% | +32.6% | -50.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling