+325.4%
PODD vs RNG
+340.1%
-14.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | +4.1% | +4.6% | -0.5% | +3.0% |
| 30D | +13.9% | +0.4% | +13.4% | +13.4% |
| 3M | +4.1% | +11.4% | -7.3% | +1.0% |
| 6M | +2.4% | +95.7% | -93.2% | -14.5% |
| YTD | -46.4% | +162.9% | -209.2% | -59.9% |
| 1Y | -54.2% | +180.3% | -234.4% | -66.3% |
| 3Y | -6.9% | +188.3% | -195.2% | -36.2% |
| 5Y | -51.6% | -72.5% | +20.9% | -40.0% |
| 10Y | +329.3% | +236.7% | +92.6% | +132.6% |
| All | +325.4% | +340.1% | -14.7% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling