+53.4%
RF vs PODD
+767.5%
-714.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | +1.3% | +1.6% | -0.3% | +0.8% |
| 30D | -3.6% | +10.7% | -14.3% | -6.7% |
| 3M | +8.1% | +0.7% | +7.4% | +6.2% |
| 6M | +11.5% | -39.3% | +50.8% | +26.3% |
| YTD | +15.6% | -48.1% | +63.7% | +37.0% |
| 1Y | +15.7% | -57.4% | +73.1% | +44.7% |
| 3Y | +86.9% | -23.3% | +110.1% | +85.4% |
| 5Y | +89.8% | -51.3% | +141.1% | +104.5% |
| 10Y | +344.7% | +242.0% | +102.7% | +108.6% |
| All | +53.4% | +767.5% | -714.2% | -68.2% |
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