+28.6%
ROK vs PODD
-57.0%
+85.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.3% |
| 7D | +0.7% | +1.6% | -0.9% | +0.7% |
| 30D | -3.3% | +10.7% | -14.0% | -3.3% |
| 3M | -5.9% | +0.7% | -6.6% | -6.0% |
| 6M | +13.9% | -39.3% | +53.1% | +22.6% |
| YTD | +12.6% | -48.1% | +60.7% | +24.7% |
| 1Y | +28.6% | -57.4% | +86.0% | +46.3% |
| All | +28.6% | -57.0% | +85.6% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling