-24.7%
QS vs PODD
-21.1%
-3.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.1% | -3.6% | -5.8% |
| 7D | -4.2% | -6.9% | +2.7% | -2.5% |
| 30D | -15.7% | -3.5% | -12.2% | -15.0% |
| 3M | -28.7% | -13.6% | -15.1% | -27.0% |
| 6M | -23.2% | -42.6% | +19.4% | -9.8% |
| YTD | -49.9% | -51.5% | +1.6% | -37.4% |
| 1Y | -38.8% | -60.9% | +22.1% | -17.6% |
| All | -24.7% | -21.1% | -3.5% | -31.5% |
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