-52.9%
PODD vs RL
+240.9%
-293.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.6% | +0.3% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +10.7% | +7.3% | +3.4% | +8.2% |
| 3M | +6.1% | +1.0% | +5.1% | +5.6% |
| 6M | -2.8% | +11.8% | -14.6% | -7.1% |
| YTD | -47.3% | +13.6% | -60.9% | -50.4% |
| 1Y | -53.2% | +24.0% | -77.2% | -57.4% |
| 3Y | -2.0% | +256.6% | -258.6% | -45.3% |
| 5Y | -52.9% | +240.2% | -293.2% | -75.6% |
| All | -52.9% | +240.9% | -293.9% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling