+133.6%
HOOD vs RL
+287.7%
-154.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.3% |
| 7D | +3.8% | +2.4% | +1.4% | +2.0% |
| 30D | -26.4% | +4.6% | -31.0% | -28.5% |
| 3M | -14.3% | -1.1% | -13.2% | -14.1% |
| 6M | +3.9% | +16.5% | -12.6% | -9.5% |
| YTD | -28.1% | +11.4% | -39.5% | -35.9% |
| 1Y | -38.8% | +16.1% | -54.9% | -47.3% |
| 3Y | +888.5% | +252.6% | +635.8% | +276.0% |
| 5Y | +131.0% | +244.9% | -113.8% | -17.7% |
| All | +133.6% | +287.7% | -154.1% | -23.9% |
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