+297.6%
XLB vs PODD
+767.5%
-470.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | 0.0% |
| 7D | -1.4% | +1.6% | -3.0% | -1.7% |
| 30D | -0.4% | +10.7% | -11.1% | -2.2% |
| 3M | +2.0% | +0.7% | +1.2% | +0.9% |
| 6M | +1.8% | -39.3% | +41.1% | +9.4% |
| YTD | +16.6% | -48.1% | +64.7% | +28.6% |
| 1Y | +16.9% | -57.4% | +74.4% | +33.2% |
| 3Y | +32.6% | -23.3% | +55.8% | +32.3% |
| 5Y | +35.6% | -51.3% | +86.9% | +42.8% |
| 10Y | +160.0% | +242.0% | -82.0% | +80.4% |
| All | +297.6% | +767.5% | -470.0% | +84.9% |
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