+1,842.6%
UMC vs PODD
+223.0%
+1,619.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.7% |
| 7D | +9.0% | -10.5% | +19.5% | +10.9% |
| 30D | +17.2% | -9.0% | +26.3% | +18.8% |
| 3M | +11.4% | -11.5% | +23.0% | +12.2% |
| 6M | +137.5% | -44.7% | +182.3% | +159.4% |
| YTD | +193.1% | -53.6% | +246.7% | +231.3% |
| 1Y | +240.3% | -61.0% | +301.3% | +297.1% |
| 3Y | +262.2% | -24.7% | +286.9% | +257.2% |
| 5Y | +143.1% | -55.5% | +198.6% | +160.4% |
| All | +1,842.6% | +223.0% | +1,619.6% | +1,568.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling