-54.6%
PODD vs RJF
+101.5%
-156.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -10.6% | -4.2% | -6.4% | -8.9% |
| 30D | -6.9% | -3.6% | -3.3% | -5.5% |
| 3M | -10.6% | +15.6% | -26.3% | -16.4% |
| 6M | -43.5% | +17.6% | -61.1% | -47.7% |
| YTD | -52.6% | +9.2% | -61.8% | -55.0% |
| 1Y | -60.1% | +5.5% | -65.6% | -61.6% |
| 3Y | -21.7% | +70.3% | -92.0% | -41.9% |
| 5Y | -54.6% | +106.0% | -160.6% | -69.0% |
| All | -54.6% | +101.5% | -156.1% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling