+223.3%
HOOD vs RDW
+5.7%
+217.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | -7.8% | +0.9% | -8.7% | -8.2% |
| 30D | +18.6% | -21.3% | +39.9% | +26.4% |
| 3M | +22.1% | -37.9% | +59.9% | +36.4% |
| 6M | +43.1% | +12.3% | +30.8% | +27.9% |
| YTD | -0.5% | +39.7% | -40.2% | -19.6% |
| 1Y | -4.4% | +25.7% | -30.1% | -22.8% |
| 3Y | +938.5% | +230.8% | +707.6% | +420.8% |
| 5Y | +173.4% | -8.8% | +182.2% | +57.4% |
| All | +223.3% | +5.7% | +217.6% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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