+139.3%
HOOD vs RL
+295.4%
-156.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.9% | -0.9% |
| 7D | -0.6% | +0.2% | -0.9% | -0.7% |
| 30D | -23.6% | +7.3% | -30.9% | -27.0% |
| 3M | -10.7% | +1.0% | -11.7% | -11.8% |
| 6M | +8.2% | +11.8% | -3.6% | -3.0% |
| YTD | -26.3% | +13.6% | -39.9% | -35.1% |
| 1Y | -36.1% | +24.0% | -60.1% | -47.5% |
| 3Y | +950.7% | +256.6% | +694.1% | +296.9% |
| 5Y | +127.0% | +240.2% | -113.2% | -18.8% |
| All | +139.3% | +295.4% | -156.1% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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