+127.0%
HOOD vs RIG
+39.4%
+87.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.3% |
| 7D | -0.6% | -17.0% | +16.4% | +4.1% |
| 30D | -23.6% | -6.2% | -17.4% | -22.8% |
| 3M | -10.7% | -1.7% | -9.0% | -11.5% |
| 6M | +8.2% | -19.2% | +27.4% | +12.1% |
| YTD | -26.3% | +25.2% | -51.5% | -33.7% |
| 1Y | -36.1% | +29.9% | -66.0% | -43.0% |
| 3Y | +950.7% | -21.3% | +972.0% | +898.2% |
| 5Y | +127.0% | +40.5% | +86.5% | +58.2% |
| All | +127.0% | +39.4% | +87.7% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling