-2.0%
PODD vs RL
+254.6%
-256.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.6% | +0.8% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +10.7% | +7.3% | +3.4% | +9.0% |
| 3M | +6.1% | +1.0% | +5.1% | +5.8% |
| 6M | -2.8% | +11.8% | -14.6% | -5.7% |
| YTD | -47.3% | +13.6% | -60.9% | -49.4% |
| 1Y | -53.2% | +24.0% | -77.2% | -56.1% |
| 3Y | -2.0% | +256.6% | -258.6% | -31.2% |
| All | -2.0% | +254.6% | -256.6% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling