-47.3%
QS vs PODD
-32.3%
-14.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.1% | -3.6% | -5.3% |
| 7D | -4.2% | -6.9% | +2.7% | -1.3% |
| 30D | -15.7% | -3.5% | -12.2% | -14.7% |
| 3M | -28.7% | -13.6% | -15.1% | -26.0% |
| 6M | -23.2% | -42.6% | +19.4% | -5.5% |
| YTD | -49.9% | -51.5% | +1.6% | -33.1% |
| 1Y | -38.8% | -60.9% | +22.1% | -10.2% |
| 3Y | -24.0% | -19.8% | -4.2% | -28.5% |
| 5Y | -75.6% | -54.4% | -21.2% | -70.5% |
| All | -47.3% | -32.3% | -14.9% | +28.3% |
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