+44.4%
RF vs PODD
+782.5%
-738.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -1.3% | -9.1% | +7.7% | +1.4% |
| 30D | +4.6% | +7.3% | -2.7% | +2.3% |
| 3M | -8.4% | +3.7% | -12.1% | -9.9% |
| 6M | +8.9% | -2.7% | +11.5% | +7.5% |
| YTD | +8.8% | -47.2% | +56.0% | +27.9% |
| 1Y | +18.9% | -54.0% | +72.9% | +45.2% |
| 3Y | +116.0% | -3.3% | +119.3% | +100.9% |
| 5Y | +46.0% | -52.3% | +98.3% | +58.4% |
| 10Y | +231.7% | +322.4% | -90.7% | +45.3% |
| All | +44.4% | +782.5% | -738.1% | -70.3% |
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