+236.7%
USB vs PODD
+767.5%
-530.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | +1.4% | +1.6% | -0.2% | +1.1% |
| 30D | -1.3% | +10.7% | -12.0% | -3.5% |
| 3M | +15.2% | +0.7% | +14.5% | +13.9% |
| 6M | +18.8% | -39.3% | +58.1% | +29.6% |
| YTD | +21.0% | -48.1% | +69.1% | +36.1% |
| 1Y | +34.0% | -57.4% | +91.5% | +56.6% |
| 3Y | +95.3% | -23.3% | +118.6% | +95.6% |
| 5Y | +40.4% | -51.3% | +91.6% | +49.0% |
| 10Y | +107.3% | +242.0% | -134.7% | +28.6% |
| All | +236.7% | +767.5% | -530.8% | +9.4% |
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