-54.0%
PODD vs FIVE
+66.9%
-120.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -9.1% | -0.5% | -8.6% | -9.0% |
| 30D | +7.3% | +17.4% | -10.1% | +5.7% |
| 3M | +3.7% | +7.0% | -3.4% | +2.8% |
| 6M | -2.7% | +20.5% | -23.1% | -5.3% |
| YTD | -47.2% | +33.1% | -80.3% | -51.1% |
| 1Y | -54.0% | +67.1% | -121.1% | -61.6% |
| All | -54.0% | +66.9% | -120.9% | -61.6% |
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