+248.0%
PODD vs USFR
+27.5%
+220.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | +10.7% | +0.3% | +10.4% | +10.8% |
| 3M | +0.7% | +1.0% | -0.3% | +1.0% |
| 6M | -39.3% | +1.9% | -41.2% | -38.9% |
| YTD | -48.1% | +2.6% | -50.7% | -47.7% |
| 1Y | -57.4% | +4.0% | -61.4% | -56.9% |
| 3Y | -23.3% | +14.1% | -37.4% | -19.8% |
| 5Y | -51.3% | +20.4% | -71.7% | -48.2% |
| 10Y | +242.0% | +28.0% | +214.0% | +272.3% |
| All | +248.0% | +27.5% | +220.5% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling