+824.1%
PODD vs STZ
+540.3%
+283.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | +1.6% | -1.9% | +3.5% | +2.3% |
| 30D | +10.7% | -1.9% | +12.6% | +11.3% |
| 3M | +0.7% | -6.2% | +7.0% | +3.0% |
| 6M | -39.3% | -14.0% | -25.3% | -36.2% |
| YTD | -48.1% | -5.1% | -43.0% | -47.7% |
| 1Y | -57.4% | -9.6% | -47.9% | -56.5% |
| 3Y | -23.3% | -47.2% | +24.0% | -6.2% |
| 5Y | -51.3% | -33.6% | -17.7% | -45.7% |
| 10Y | +242.0% | -9.8% | +251.8% | +217.9% |
| All | +824.1% | +540.3% | +283.8% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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