+950.7%
HOOD vs RIG
-23.7%
+974.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.3% |
| 7D | -0.6% | -17.0% | +16.4% | +3.8% |
| 30D | -23.6% | -6.2% | -17.4% | -23.0% |
| 3M | -10.7% | -1.7% | -9.0% | -11.7% |
| 6M | +8.2% | -19.2% | +27.4% | +12.0% |
| YTD | -26.3% | +25.2% | -51.5% | -34.5% |
| 1Y | -36.1% | +29.9% | -66.0% | -43.7% |
| 3Y | +950.7% | -21.3% | +972.0% | +855.6% |
| All | +950.7% | -23.7% | +974.4% | +855.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 3y: compounded portfolio wealth divided by compounded RIG 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…
3y analysis · Full analysis span regression · 6 months rolling