-3.5%
HOOD vs RNG
+120.2%
-123.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -9.1% | -9.6% | +0.5% | -7.7% |
| 30D | +20.1% | +8.8% | +11.3% | +19.0% |
| 3M | +31.2% | +78.6% | -47.4% | +21.0% |
| 6M | +44.3% | +70.3% | -26.0% | +32.8% |
| YTD | +0.2% | +140.3% | -140.1% | -15.6% |
| 1Y | -3.5% | +126.6% | -130.1% | -19.6% |
| All | -3.5% | +120.2% | -123.7% | -19.6% |
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