+824.1%
PODD vs M
+7.2%
+816.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.6% | -2.6% |
| 7D | +1.6% | +4.7% | -3.1% | +0.6% |
| 30D | +10.7% | -9.6% | +20.3% | +13.1% |
| 3M | +0.7% | +0.9% | -0.1% | +0.1% |
| 6M | -39.3% | +22.3% | -61.6% | -42.4% |
| YTD | -48.1% | +6.5% | -54.6% | -49.5% |
| 1Y | -57.4% | +38.8% | -96.2% | -61.2% |
| 3Y | -23.3% | +115.9% | -139.2% | -40.4% |
| 5Y | -51.3% | +28.6% | -79.9% | -60.3% |
| 10Y | +242.0% | -2.5% | +244.6% | +143.2% |
| All | +824.1% | +7.2% | +816.8% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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