+302.7%
ROST vs PODD
+229.6%
+73.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | -2.5% | -10.6% | +8.1% | -0.5% |
| 30D | -10.3% | -6.9% | -3.4% | -9.2% |
| 3M | -2.6% | -10.6% | +8.0% | -1.5% |
| 6M | +6.5% | -43.5% | +50.0% | +17.0% |
| YTD | +25.9% | -52.6% | +78.5% | +42.9% |
| 1Y | +52.3% | -60.1% | +112.5% | +78.2% |
| 3Y | +94.6% | -21.7% | +116.2% | +92.0% |
| 5Y | +111.1% | -54.6% | +165.7% | +126.3% |
| All | +302.7% | +229.6% | +73.1% | +224.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling