-15.3%
ROP vs PODD
-53.4%
+38.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.7% | -2.3% |
| 7D | -5.4% | -4.1% | -1.3% | -4.8% |
| 30D | -1.6% | +0.8% | -2.4% | -1.8% |
| 3M | +18.8% | -6.1% | +24.9% | +19.4% |
| 6M | +8.2% | -40.0% | +48.2% | +15.5% |
| YTD | -10.5% | -49.9% | +39.5% | -1.9% |
| 1Y | -23.7% | -59.3% | +35.6% | -14.2% |
| 3Y | -17.9% | -17.2% | -0.6% | -18.4% |
| 5Y | -15.3% | -53.0% | +37.6% | -11.5% |
| All | -15.3% | -53.4% | +38.1% | -11.5% |
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