+546.6%
RMBS vs PODD
+229.6%
+317.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.1% |
| 7D | +1.2% | -10.6% | +11.8% | +3.7% |
| 30D | -11.5% | -6.9% | -4.6% | -10.3% |
| 3M | -38.2% | -10.6% | -27.6% | -37.8% |
| 6M | -4.8% | -43.5% | +38.7% | +6.6% |
| YTD | -7.1% | -52.6% | +45.5% | +8.9% |
| 1Y | +10.7% | -60.1% | +70.8% | +35.5% |
| 3Y | +54.5% | -21.7% | +76.1% | +53.9% |
| 5Y | +261.7% | -54.6% | +316.2% | +297.5% |
| All | +546.6% | +229.6% | +317.0% | +380.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling