+61.7%
ROK vs PODD
-6.1%
+67.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +6.1% | -4.4% | +10.5% | +6.6% |
| 30D | -6.5% | +8.1% | -14.6% | -7.1% |
| 3M | -10.2% | +2.9% | -13.1% | -10.4% |
| 6M | -10.6% | -5.7% | -4.9% | -10.5% |
| YTD | +4.9% | -47.5% | +52.4% | +16.8% |
| 1Y | +3.8% | -55.7% | +59.5% | +19.2% |
| All | +61.7% | -6.1% | +67.8% | +61.2% |
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