-54.6%
PODD vs RNG
-70.1%
+15.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.2% |
| 7D | -10.6% | -9.6% | -1.0% | -9.0% |
| 30D | -6.9% | +8.8% | -15.7% | -8.3% |
| 3M | -10.6% | +78.6% | -89.3% | -19.8% |
| 6M | -43.5% | +70.3% | -113.7% | -49.3% |
| YTD | -52.6% | +140.3% | -193.0% | -60.9% |
| 1Y | -60.1% | +126.6% | -186.7% | -66.8% |
| 3Y | -21.7% | +120.2% | -141.9% | -37.3% |
| 5Y | -54.6% | -68.3% | +13.7% | -44.1% |
| All | -54.6% | -70.1% | +15.5% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling