+250.7%
HOOD vs RIG
+55.2%
+195.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.4% |
| 7D | +17.1% | +0.9% | +16.3% | +16.7% |
| 30D | +31.6% | +13.8% | +17.8% | +27.3% |
| 3M | +38.2% | -6.4% | +44.6% | +39.6% |
| 6M | +48.5% | -8.2% | +56.7% | +48.7% |
| YTD | +8.0% | +41.6% | -33.7% | -3.3% |
| 1Y | +18.7% | +88.7% | -70.1% | -1.2% |
| 3Y | +999.1% | -30.9% | +1,030.0% | +978.8% |
| 5Y | +181.7% | +57.7% | +124.0% | +103.4% |
| All | +250.7% | +55.2% | +195.5% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling