+290.0%
PODD vs ESI
+224.6%
+65.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.9% |
| 7D | +1.6% | +3.3% | -1.7% | +0.7% |
| 30D | +10.7% | -5.9% | +16.5% | +12.2% |
| 3M | +0.7% | -14.1% | +14.8% | +3.2% |
| 6M | -39.3% | +6.6% | -45.9% | -42.7% |
| YTD | -48.1% | +45.0% | -93.1% | -55.6% |
| 1Y | -57.4% | +41.5% | -98.9% | -63.5% |
| 3Y | -23.3% | +78.8% | -102.0% | -39.9% |
| 5Y | -51.3% | +70.9% | -122.1% | -61.8% |
| 10Y | +242.0% | +317.1% | -75.1% | +96.4% |
| All | +290.0% | +224.6% | +65.3% | +152.8% |
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