+225.5%
HOOD vs RKT
-15.5%
+240.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.0% |
| 7D | -9.1% | -7.2% | -1.9% | -6.2% |
| 30D | +20.1% | -7.9% | +28.0% | +24.5% |
| 3M | +31.2% | +5.2% | +26.0% | +27.1% |
| 6M | +44.3% | -14.9% | +59.2% | +51.7% |
| YTD | +0.2% | -31.9% | +32.1% | +13.5% |
| 1Y | -3.5% | -36.9% | +33.4% | +11.7% |
| 3Y | +955.2% | +35.7% | +919.5% | +614.3% |
| 5Y | +175.3% | -9.7% | +184.9% | +130.7% |
| All | +225.5% | -15.5% | +240.9% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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