+108.2%
ROST vs PODD
-54.3%
+162.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.3% |
| 7D | -2.2% | -6.9% | +4.7% | -1.1% |
| 30D | -11.4% | -3.5% | -8.0% | -11.0% |
| 3M | -1.6% | -13.6% | +12.0% | -0.1% |
| 6M | +6.8% | -42.6% | +49.4% | +16.4% |
| YTD | +25.8% | -51.5% | +77.3% | +41.2% |
| 1Y | +52.4% | -60.9% | +113.3% | +77.6% |
| 3Y | +94.4% | -19.8% | +114.1% | +89.8% |
| 5Y | +108.2% | -54.4% | +162.6% | +116.7% |
| All | +108.2% | -54.3% | +162.5% | +116.7% |
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 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