+120.7%
ROST vs PODD
-51.3%
+172.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.7% |
| 7D | -1.8% | -9.1% | +7.3% | -0.2% |
| 30D | +6.8% | +7.3% | -0.5% | +5.6% |
| 3M | -4.0% | +3.7% | -7.7% | -4.7% |
| 6M | +12.9% | -2.7% | +15.6% | +12.2% |
| YTD | +34.7% | -47.2% | +82.0% | +49.3% |
| 1Y | +49.5% | -54.0% | +103.5% | +69.7% |
| 3Y | +101.5% | -3.3% | +104.7% | +89.9% |
| 5Y | +120.7% | -52.3% | +173.0% | +131.1% |
| All | +120.7% | -51.3% | +172.0% | +131.1% |
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