-60.9%
PODD vs RL
+9.8%
-70.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.3% | -2.5% |
| 7D | -6.9% | -0.3% | -6.6% | -6.8% |
| 30D | -3.5% | -17.5% | +14.1% | -0.3% |
| 3M | -13.6% | -14.0% | +0.4% | -11.6% |
| 6M | -42.6% | -2.0% | -40.7% | -43.1% |
| YTD | -51.5% | -4.6% | -46.9% | -52.0% |
| 1Y | -60.9% | +9.5% | -70.4% | -63.0% |
| All | -60.9% | +9.8% | -70.7% | -63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling