+824.1%
PODD vs FLR
+32.3%
+791.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.3% | -1.5% |
| 7D | +1.6% | +5.4% | -3.8% | +0.4% |
| 30D | +10.7% | +11.4% | -0.7% | +7.3% |
| 3M | +0.7% | +11.4% | -10.7% | -3.0% |
| 6M | -39.3% | +16.6% | -55.9% | -42.8% |
| YTD | -48.1% | +41.7% | -89.8% | -53.5% |
| 1Y | -57.4% | +35.4% | -92.9% | -61.7% |
| 3Y | -23.3% | +57.3% | -80.6% | -36.8% |
| 5Y | -51.3% | +241.0% | -292.2% | -68.1% |
| 10Y | +242.0% | +16.6% | +225.4% | +147.1% |
| All | +824.1% | +32.3% | +791.8% | +418.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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