+71.5%
XLI vs PODD
-4.1%
+75.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | +3.8% | +4.1% | -0.3% | +3.3% |
| 30D | +1.0% | +13.9% | -12.8% | -0.3% |
| 3M | -8.9% | +4.1% | -13.0% | -9.4% |
| 6M | -2.3% | +2.4% | -4.7% | -3.3% |
| YTD | +9.7% | -46.4% | +56.0% | +18.3% |
| 1Y | +12.3% | -54.2% | +66.5% | +23.8% |
| 3Y | +71.5% | -6.9% | +78.3% | +68.4% |
| All | +71.5% | -4.1% | +75.6% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling