+57.4%
PODD vs REPL
-9.7%
+67.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -3.0% |
| 7D | -6.9% | -9.6% | +2.7% | -6.5% |
| 30D | -3.5% | +5.7% | -9.2% | -3.7% |
| 3M | -13.6% | +56.4% | -70.0% | -16.9% |
| 6M | -42.6% | +67.4% | -110.1% | -47.5% |
| YTD | -51.5% | +48.7% | -100.1% | -55.4% |
| 1Y | -60.9% | +148.3% | -209.2% | -66.3% |
| 3Y | -19.8% | -26.7% | +6.9% | -33.9% |
| 5Y | -54.4% | -54.1% | -0.2% | -61.9% |
| All | +57.4% | -9.7% | +67.1% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling