+294.7%
PODD vs ESI
+200.4%
+94.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.1% |
| 7D | -4.4% | +8.3% | -12.7% | -6.4% |
| 30D | +8.1% | -10.4% | +18.5% | +10.7% |
| 3M | +2.9% | -13.2% | +16.1% | +5.7% |
| 6M | -5.7% | -23.9% | +18.2% | -1.2% |
| YTD | -47.5% | +34.2% | -81.7% | -54.5% |
| 1Y | -55.7% | +22.2% | -77.9% | -60.6% |
| 3Y | -3.7% | +79.2% | -83.0% | -25.4% |
| 5Y | -52.6% | +38.1% | -90.7% | -60.9% |
| 10Y | +320.3% | +323.6% | -3.3% | +139.8% |
| All | +294.7% | +200.4% | +94.4% | +159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling