+250.7%
HOOD vs RIO
+76.3%
+174.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | +17.1% | 0.0% | +17.1% | +17.2% |
| 30D | +31.6% | +4.0% | +27.6% | +29.2% |
| 3M | +38.2% | +0.1% | +38.1% | +38.1% |
| 6M | +48.5% | +12.7% | +35.8% | +39.0% |
| YTD | +8.0% | +35.6% | -27.6% | -8.4% |
| 1Y | +18.7% | +73.7% | -55.0% | -11.4% |
| 3Y | +999.1% | +93.3% | +905.8% | +665.2% |
| 5Y | +181.7% | +92.4% | +89.3% | +115.8% |
| All | +250.7% | +76.3% | +174.4% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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