+263.4%
ROK vs PODD
+324.4%
-61.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.8% |
| 7D | +7.1% | +4.1% | +3.0% | +6.3% |
| 30D | -5.0% | +13.9% | -18.8% | -7.1% |
| 3M | -9.4% | +4.1% | -13.5% | -10.2% |
| 6M | -11.0% | +2.4% | -13.4% | -12.5% |
| YTD | +4.4% | -46.4% | +50.8% | +15.7% |
| 1Y | +7.4% | -54.2% | +61.6% | +22.5% |
| 3Y | +61.0% | -6.9% | +67.8% | +56.2% |
| 5Y | +30.4% | -51.6% | +81.9% | +39.6% |
| All | +263.4% | +324.4% | -61.0% | +176.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling