-35.9%
HOOD vs RNG
+176.7%
-212.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | -3.8% | +4.6% | -8.4% | -4.4% |
| 30D | -23.0% | +0.4% | -23.4% | -22.9% |
| 3M | -21.6% | +11.4% | -33.1% | -22.6% |
| 6M | +1.4% | +95.7% | -94.2% | -6.6% |
| YTD | -31.2% | +162.9% | -194.0% | -41.4% |
| 1Y | -35.9% | +180.3% | -216.2% | -44.9% |
| All | -35.9% | +176.7% | -212.6% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling