+132.4%
HOOD vs RL
+273.6%
-141.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +4.1% |
| 7D | -4.8% | -4.2% | -0.6% | -1.9% |
| 30D | -26.1% | +4.3% | -30.4% | -28.1% |
| 3M | -10.8% | -4.6% | -6.2% | -8.4% |
| 6M | +2.4% | +1.7% | +0.6% | -2.0% |
| YTD | -28.5% | +7.3% | -35.8% | -34.5% |
| 1Y | -36.3% | +20.8% | -57.1% | -46.8% |
| 3Y | +743.7% | +247.0% | +496.7% | +222.8% |
| 5Y | +118.6% | +225.5% | -106.8% | -19.2% |
| All | +132.4% | +273.6% | -141.2% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling