-43.5%
QS vs PODD
-30.2%
-13.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.5% | +3.5% |
| 7D | +2.2% | -4.1% | +6.3% | +3.9% |
| 30D | -8.1% | +0.8% | -8.8% | -8.7% |
| 3M | -27.0% | -6.1% | -20.9% | -27.2% |
| 6M | -16.4% | -40.0% | +23.5% | +0.8% |
| YTD | -46.4% | -49.9% | +3.6% | -29.3% |
| 1Y | -41.1% | -59.3% | +18.2% | -15.2% |
| 3Y | -18.6% | -17.2% | -1.4% | -24.5% |
| 5Y | -73.0% | -53.0% | -20.1% | -67.8% |
| All | -43.5% | -30.2% | -13.3% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling