+927.1%
ROK vs PODD
+767.5%
+159.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.8% |
| 7D | +0.7% | +1.6% | -0.9% | +0.3% |
| 30D | -3.3% | +10.7% | -14.0% | -5.7% |
| 3M | -5.9% | +0.7% | -6.6% | -7.3% |
| 6M | +13.9% | -39.3% | +53.1% | +24.7% |
| YTD | +12.6% | -48.1% | +60.7% | +27.7% |
| 1Y | +28.6% | -57.4% | +86.0% | +52.2% |
| 3Y | +45.1% | -23.3% | +68.4% | +44.8% |
| 5Y | +45.6% | -51.3% | +96.8% | +56.1% |
| 10Y | +345.0% | +242.0% | +103.0% | +172.3% |
| All | +927.1% | +767.5% | +159.6% | +253.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling