+215.2%
PODD vs RJF
+429.3%
-214.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -10.5% | -2.7% | -7.8% | -9.7% |
| 30D | -9.0% | -4.3% | -4.8% | -7.8% |
| 3M | -11.5% | +15.7% | -27.3% | -15.8% |
| 6M | -44.7% | +17.8% | -62.6% | -47.8% |
| YTD | -53.6% | +9.2% | -62.7% | -55.3% |
| 1Y | -61.0% | +2.8% | -63.7% | -61.6% |
| 3Y | -24.7% | +69.5% | -94.2% | -37.9% |
| 5Y | -55.5% | +105.9% | -161.4% | -65.3% |
| All | +215.2% | +429.3% | -214.0% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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