+818.0%
PODD vs ES
+323.4%
+494.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.3% | -4.8% |
| 7D | -2.1% | +1.9% | -4.0% | -2.9% |
| 30D | +9.0% | +7.1% | +2.0% | +5.7% |
| 3M | +5.2% | -1.9% | +7.1% | +6.0% |
| 6M | -3.2% | +4.4% | -7.5% | -5.2% |
| YTD | -48.5% | +7.3% | -55.8% | -50.4% |
| 1Y | -54.7% | +2.1% | -56.8% | -55.7% |
| 3Y | -7.8% | +41.8% | -49.7% | -25.6% |
| 5Y | -52.4% | +1.4% | -53.9% | -55.1% |
| 10Y | +315.9% | +86.8% | +229.1% | +143.0% |
| All | +818.0% | +323.4% | +494.5% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling