-39.0%
RMBS vs PODD
-2.3%
-36.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.4% | -2.6% |
| 7D | +10.3% | +4.1% | +6.3% | +11.7% |
| 30D | -10.7% | +13.9% | -24.6% | -5.5% |
| 3M | -17.2% | +4.1% | -21.3% | -14.4% |
| 6M | -39.0% | +2.4% | -41.5% | -33.2% |
| All | -39.0% | -2.3% | -36.7% | -33.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling