+618.5%
PODD vs FIVE
+822.5%
-203.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +9.0% | +17.7% | -8.6% | +5.4% |
| 3M | +5.2% | +4.0% | +1.2% | +4.0% |
| 6M | -3.2% | +2.6% | -5.8% | -4.7% |
| YTD | -48.5% | +27.6% | -76.0% | -51.8% |
| 1Y | -54.7% | +59.9% | -114.6% | -59.7% |
| 3Y | -7.8% | +35.8% | -43.6% | -19.8% |
| 5Y | -52.4% | +14.4% | -66.9% | -58.1% |
| 10Y | +315.9% | +576.1% | -260.3% | +145.1% |
| All | +618.5% | +822.5% | -203.9% | +308.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling