+251.2%
UL vs PODD
+767.5%
-516.4%
-53.5%
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% | +0.1% |
| 7D | -1.3% | +1.6% | -3.0% | -1.5% |
| 30D | +0.5% | +10.7% | -10.2% | -0.6% |
| 3M | +17.6% | +0.7% | +16.9% | +17.1% |
| 6M | -5.4% | -39.3% | +33.9% | -1.2% |
| YTD | +0.7% | -48.1% | +48.8% | +6.7% |
| 1Y | -9.3% | -57.4% | +48.2% | -2.0% |
| 3Y | +24.5% | -23.3% | +47.8% | +24.2% |
| 5Y | +23.2% | -51.3% | +74.5% | +26.6% |
| 10Y | +64.5% | +242.0% | -177.5% | +32.1% |
| All | +251.2% | +767.5% | -516.4% | +117.1% |
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