-57.4%
PODD vs ESI
+44.5%
-102.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -1.9% |
| 7D | +1.6% | +3.3% | -1.7% | +1.9% |
| 30D | +10.7% | -5.9% | +16.5% | +10.2% |
| 3M | +0.7% | -14.1% | +14.8% | -0.7% |
| 6M | -39.3% | +6.6% | -45.9% | -42.8% |
| YTD | -48.1% | +45.0% | -93.1% | -55.8% |
| 1Y | -57.4% | +41.5% | -98.9% | -64.6% |
| All | -57.4% | +44.5% | -102.0% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling