-29.8%
QS vs PODD
-6.1%
-23.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.7% |
| 7D | -5.6% | -4.4% | -1.2% | -4.6% |
| 30D | -5.8% | +8.1% | -13.9% | -7.5% |
| 3M | -39.2% | +2.9% | -42.1% | -39.7% |
| 6M | -53.9% | -5.7% | -48.2% | -54.1% |
| YTD | -62.8% | -47.5% | -15.3% | -54.6% |
| 1Y | -73.5% | -55.7% | -17.8% | -65.7% |
| All | -29.8% | -6.1% | -23.7% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 3y: compounded portfolio wealth divided by compounded PODD 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…
3y analysis · Full analysis span regression · 6 months rolling