-23.2%
PODD vs RNG
+120.1%
-143.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.2% |
| 7D | -10.6% | -9.6% | -1.0% | -9.4% |
| 30D | -6.9% | +8.8% | -15.7% | -7.9% |
| 3M | -10.6% | +78.6% | -89.3% | -17.1% |
| 6M | -43.5% | +70.3% | -113.7% | -47.5% |
| YTD | -52.6% | +140.3% | -193.0% | -58.3% |
| 1Y | -60.1% | +126.6% | -186.7% | -64.7% |
| All | -23.2% | +120.1% | -143.3% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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