+974.7%
PODD vs STLA
+189.2%
+785.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | -2.5% | -6.4% | +3.9% | -1.3% |
| 30D | +10.7% | -1.3% | +12.1% | +10.8% |
| 3M | +6.1% | -19.9% | +26.0% | +9.9% |
| 6M | -2.8% | -42.9% | +40.1% | +6.6% |
| YTD | -47.3% | -59.4% | +12.1% | -39.2% |
| 1Y | -53.2% | -56.8% | +3.7% | -46.7% |
| 3Y | -2.0% | -73.1% | +71.1% | +18.4% |
| 5Y | -52.9% | -70.1% | +17.1% | -45.4% |
| 10Y | +321.1% | +19.8% | +301.3% | +276.3% |
| All | +974.7% | +189.2% | +785.5% | +789.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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