+139.3%
HOOD vs RCL
+330.7%
-191.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +1.5% |
| 7D | -0.6% | +5.0% | -5.6% | -2.8% |
| 30D | -23.6% | +19.4% | -43.0% | -29.8% |
| 3M | -10.7% | +5.9% | -16.6% | -13.7% |
| 6M | +8.2% | +23.8% | -15.6% | -4.5% |
| YTD | -26.3% | +22.8% | -49.1% | -36.5% |
| 1Y | -36.1% | +34.3% | -70.3% | -48.0% |
| 3Y | +950.7% | +276.4% | +674.3% | +441.9% |
| 5Y | +127.0% | +281.6% | -154.6% | -13.0% |
| All | +139.3% | +330.7% | -191.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling