-55.3%
PODD vs USFR
+20.6%
-75.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -10.5% | +0.1% | -10.7% | -10.6% |
| 30D | -9.0% | +0.4% | -9.4% | -9.2% |
| 3M | -11.5% | +1.0% | -12.6% | -12.2% |
| 6M | -44.7% | +2.0% | -46.7% | -45.2% |
| YTD | -53.6% | +2.8% | -56.3% | -54.0% |
| 1Y | -61.0% | +4.1% | -65.0% | -61.3% |
| 3Y | -24.7% | +14.1% | -38.9% | -20.9% |
| All | -55.3% | +20.6% | -75.9% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling