+350.7%
RMBS vs PODD
+767.5%
-416.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.9% |
| 7D | -0.3% | +1.6% | -2.0% | -0.8% |
| 30D | -12.2% | +10.7% | -22.8% | -14.7% |
| 3M | -49.5% | +0.7% | -50.3% | -50.8% |
| 6M | -7.1% | -39.3% | +32.1% | +2.3% |
| YTD | -7.0% | -48.1% | +41.1% | +6.8% |
| 1Y | +13.3% | -57.4% | +70.8% | +36.7% |
| 3Y | +49.2% | -23.3% | +72.5% | +49.5% |
| 5Y | +250.0% | -51.3% | +301.2% | +280.8% |
| 10Y | +495.1% | +242.0% | +253.1% | +256.5% |
| All | +350.7% | +767.5% | -416.8% | +43.6% |
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