+189.8%
HOOD vs RL
+238.1%
-48.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -3.5% |
| 7D | +17.1% | -0.8% | +17.9% | +17.8% |
| 30D | +31.6% | -7.8% | +39.4% | +38.2% |
| 3M | +38.2% | -4.0% | +42.2% | +39.5% |
| 6M | +48.5% | -1.9% | +50.4% | +45.1% |
| YTD | +8.0% | -0.2% | +8.1% | +3.8% |
| 1Y | +18.7% | +10.7% | +8.0% | +5.2% |
| 3Y | +999.1% | +210.8% | +788.3% | +354.7% |
| All | +189.8% | +238.1% | -48.2% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling