+824.1%
PODD vs RL
+395.2%
+428.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.8% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | +10.7% | -7.8% | +18.4% | +13.8% |
| 3M | +0.7% | -4.0% | +4.7% | +1.7% |
| 6M | -39.3% | -1.9% | -37.4% | -39.8% |
| YTD | -48.1% | -0.2% | -47.9% | -49.1% |
| 1Y | -57.4% | +10.7% | -68.1% | -59.9% |
| 3Y | -23.3% | +210.8% | -234.0% | -52.5% |
| 5Y | -51.3% | +238.2% | -289.5% | -71.8% |
| 10Y | +242.0% | +313.4% | -71.4% | +52.0% |
| All | +824.1% | +395.2% | +428.8% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling