+20.6%
UL vs PODD
-54.3%
+74.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.4% |
| 7D | -3.2% | -6.9% | +3.7% | -2.7% |
| 30D | -0.6% | -3.5% | +2.9% | -0.3% |
| 3M | +9.4% | -13.6% | +23.0% | +10.3% |
| 6M | -4.1% | -42.6% | +38.5% | -0.7% |
| YTD | -2.0% | -51.5% | +49.5% | +2.6% |
| 1Y | -9.0% | -60.9% | +51.9% | -3.3% |
| 3Y | +21.8% | -19.8% | +41.6% | +20.1% |
| 5Y | +20.6% | -54.4% | +75.0% | +24.2% |
| All | +20.6% | -54.3% | +74.9% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling