-54.0%
PODD vs FDS
+27.2%
-81.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.7% |
| 7D | -9.1% | -2.1% | -6.9% | -8.6% |
| 30D | +7.3% | +16.0% | -8.7% | +4.0% |
| 3M | +3.7% | +18.8% | -15.1% | -0.1% |
| 6M | -2.7% | +54.1% | -56.8% | -9.7% |
| YTD | -47.2% | +17.0% | -64.2% | -52.5% |
| 1Y | -54.0% | +25.5% | -79.5% | -55.4% |
| All | -54.0% | +27.2% | -81.2% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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