+210.4%
UPS vs PODD
+782.5%
-572.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.1% |
| 7D | -1.6% | -9.1% | +7.5% | -0.3% |
| 30D | +17.9% | +7.3% | +10.6% | +16.7% |
| 3M | +9.4% | +3.7% | +5.7% | +8.7% |
| 6M | +16.2% | -2.7% | +18.9% | +15.7% |
| YTD | +18.8% | -47.2% | +66.0% | +28.5% |
| 1Y | +26.1% | -54.0% | +80.1% | +39.0% |
| 3Y | -4.5% | -3.3% | -1.2% | -7.3% |
| 5Y | -33.2% | -52.3% | +19.1% | -30.1% |
| 10Y | +44.3% | +322.4% | -278.1% | +5.0% |
| All | +210.4% | +782.5% | -572.1% | +61.9% |
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