-52.0%
PODD vs FDS
-17.4%
-34.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.5% | -0.8% |
| 7D | +1.6% | -1.9% | +3.5% | +2.3% |
| 30D | +10.7% | +9.0% | +1.7% | +7.2% |
| 3M | +0.7% | +18.9% | -18.1% | -6.2% |
| 6M | -39.3% | +35.1% | -74.4% | -46.6% |
| YTD | -48.1% | +5.5% | -53.6% | -49.6% |
| 1Y | -57.4% | -16.8% | -40.6% | -53.7% |
| 3Y | -23.3% | -28.1% | +4.8% | -11.9% |
| All | -52.0% | -17.4% | -34.6% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling