+48.1%
ROK vs PODD
-52.8%
+100.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.5% |
| 7D | +2.8% | -4.1% | +6.9% | +3.5% |
| 30D | -2.4% | +0.8% | -3.2% | -2.6% |
| 3M | -4.7% | -6.1% | +1.4% | -4.6% |
| 6M | +16.8% | -40.0% | +56.7% | +27.0% |
| YTD | +11.4% | -49.9% | +61.3% | +25.8% |
| 1Y | +26.2% | -59.3% | +85.5% | +48.5% |
| 3Y | +51.9% | -17.2% | +69.1% | +49.7% |
| All | +48.1% | -52.8% | +100.9% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling