+68.4%
PODD vs REPL
-6.0%
+74.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -2.0% |
| 7D | +1.6% | -3.0% | +4.6% | +1.7% |
| 30D | +10.7% | +27.1% | -16.5% | +9.4% |
| 3M | +0.7% | +52.4% | -51.7% | -3.0% |
| 6M | -39.3% | +107.4% | -146.7% | -45.1% |
| YTD | -48.1% | +54.7% | -102.8% | -52.4% |
| 1Y | -57.4% | +158.9% | -216.3% | -63.4% |
| 3Y | -23.3% | -23.7% | +0.5% | -36.9% |
| 5Y | -51.3% | -54.3% | +3.1% | -59.2% |
| All | +68.4% | -6.0% | +74.4% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling