+54.4%
PODD vs ESTC
+31.2%
+23.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -0.9% |
| 7D | +1.6% | -8.1% | +9.7% | +3.6% |
| 30D | +10.7% | +31.7% | -21.0% | +2.5% |
| 3M | +0.7% | +41.1% | -40.3% | -8.6% |
| 6M | -39.3% | +77.1% | -116.3% | -48.4% |
| YTD | -48.1% | +21.7% | -69.8% | -51.9% |
| 1Y | -57.4% | +8.4% | -65.8% | -59.8% |
| 3Y | -23.3% | +23.6% | -46.9% | -36.8% |
| 5Y | -51.3% | -46.5% | -4.8% | -52.0% |
| All | +54.4% | +31.2% | +23.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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