+23.8%
ROK vs PODD
-60.9%
+84.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.7% |
| 7D | -1.2% | -10.5% | +9.3% | -1.3% |
| 30D | -4.8% | -9.0% | +4.2% | -4.8% |
| 3M | -6.1% | -11.5% | +5.5% | -6.3% |
| 6M | +15.5% | -44.7% | +60.2% | +23.7% |
| YTD | +11.2% | -53.6% | +64.7% | +22.9% |
| 1Y | +23.8% | -61.0% | +84.8% | +39.0% |
| All | +23.8% | -60.9% | +84.8% | +39.0% |
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