+840.0%
PODD vs FDS
+556.2%
+283.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | -0.1% |
| 7D | -9.1% | -2.1% | -6.9% | -8.0% |
| 30D | +7.3% | +16.0% | -8.7% | -0.6% |
| 3M | +3.7% | +18.8% | -15.1% | -5.6% |
| 6M | -2.7% | +54.1% | -56.8% | -24.0% |
| YTD | -47.2% | +17.0% | -64.2% | -53.5% |
| 1Y | -54.0% | +25.5% | -79.5% | -61.4% |
| 3Y | -3.3% | -23.3% | +20.0% | +3.6% |
| 5Y | -52.3% | -22.6% | -29.7% | -49.5% |
| 10Y | +322.4% | +130.2% | +192.2% | +119.9% |
| All | +840.0% | +556.2% | +283.8% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling