+221.7%
PODD vs USFR
+28.0%
+193.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.4% |
| 7D | -10.6% | +0.1% | -10.6% | -10.6% |
| 30D | -6.9% | +0.3% | -7.2% | -7.1% |
| 3M | -10.6% | +1.0% | -11.6% | -11.3% |
| 6M | -43.5% | +1.9% | -45.4% | -44.2% |
| YTD | -52.6% | +2.7% | -55.3% | -53.5% |
| 1Y | -60.1% | +4.0% | -64.1% | -61.2% |
| 3Y | -21.7% | +14.1% | -35.7% | -28.6% |
| 5Y | -54.6% | +20.5% | -75.0% | -60.6% |
| All | +221.7% | +28.0% | +193.7% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling