+133.6%
HOOD vs RCL
+334.3%
-200.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.8% |
| 7D | -5.1% | +8.5% | -13.6% | -8.6% |
| 30D | -25.4% | +20.4% | -45.8% | -31.8% |
| 3M | -14.0% | +11.0% | -25.0% | -18.7% |
| 6M | +5.6% | +24.9% | -19.3% | -7.2% |
| YTD | -28.1% | +23.9% | -52.0% | -38.3% |
| 1Y | -40.1% | +30.8% | -71.0% | -50.6% |
| 3Y | +888.2% | +270.4% | +617.8% | +412.6% |
| 5Y | +135.8% | +296.1% | -160.3% | -8.4% |
| All | +133.6% | +334.3% | -200.8% | +10.1% |
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