+824.1%
PODD vs RJF
+1,064.6%
-240.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.4% |
| 7D | +1.6% | -0.6% | +2.2% | +1.9% |
| 30D | +10.7% | -1.3% | +11.9% | +11.2% |
| 3M | +0.7% | +18.9% | -18.1% | -7.2% |
| 6M | -39.3% | +15.0% | -54.3% | -43.4% |
| YTD | -48.1% | +12.2% | -60.3% | -51.4% |
| 1Y | -57.4% | +5.6% | -63.1% | -59.1% |
| 3Y | -23.3% | +74.9% | -98.1% | -42.8% |
| 5Y | -51.3% | +106.6% | -157.9% | -66.9% |
| 10Y | +242.0% | +433.1% | -191.0% | +30.0% |
| All | +824.1% | +1,064.6% | -240.5% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling