+321.1%
PODD vs RL
+397.7%
-76.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.6% | +1.0% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +10.7% | +7.3% | +3.4% | +9.1% |
| 3M | +6.1% | +1.0% | +5.1% | +5.8% |
| 6M | -2.8% | +11.8% | -14.6% | -5.6% |
| YTD | -47.3% | +13.6% | -60.9% | -49.2% |
| 1Y | -53.2% | +24.0% | -77.2% | -55.8% |
| 3Y | -2.0% | +256.6% | -258.6% | -27.8% |
| 5Y | -52.9% | +240.2% | -293.2% | -65.9% |
| 10Y | +321.1% | +373.0% | -51.9% | +190.2% |
| All | +321.1% | +397.7% | -76.6% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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