-57.4%
PODD vs FIVE
+66.7%
-124.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -2.4% |
| 7D | +1.6% | +4.3% | -2.6% | +1.4% |
| 30D | +10.7% | +12.5% | -1.8% | +9.8% |
| 3M | +0.7% | +31.2% | -30.5% | -1.2% |
| 6M | -39.3% | +14.4% | -53.6% | -40.1% |
| YTD | -48.1% | +33.9% | -82.0% | -49.5% |
| 1Y | -57.4% | +65.1% | -122.5% | -59.1% |
| All | -57.4% | +66.7% | -124.1% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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