+311.5%
PODD vs RNG
+327.7%
-16.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.1% |
| 7D | +1.6% | +5.8% | -4.2% | +0.2% |
| 30D | +10.7% | +19.6% | -8.9% | +6.0% |
| 3M | +0.7% | +67.0% | -66.3% | -12.0% |
| 6M | -39.3% | +88.4% | -127.6% | -49.1% |
| YTD | -48.1% | +155.5% | -203.6% | -60.8% |
| 1Y | -57.4% | +141.7% | -199.1% | -67.5% |
| 3Y | -23.3% | +131.1% | -154.3% | -44.2% |
| 5Y | -51.3% | -70.6% | +19.3% | -41.6% |
| 10Y | +242.0% | +228.2% | +13.8% | +87.1% |
| All | +311.5% | +327.7% | -16.2% | +100.1% |
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 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