-6.9%
PODD vs ES
+53.3%
-60.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +4.1% | +2.7% | +1.4% | +3.5% |
| 30D | +13.9% | +7.6% | +6.3% | +12.1% |
| 3M | +4.1% | +0.5% | +3.6% | +3.9% |
| 6M | +2.4% | +7.6% | -5.2% | +1.1% |
| YTD | -46.4% | +10.2% | -56.6% | -47.3% |
| 1Y | -54.2% | +1.8% | -56.0% | -54.7% |
| 3Y | -6.9% | +55.4% | -62.2% | -20.2% |
| All | -6.9% | +53.3% | -60.2% | -20.2% |
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