+992.6%
HOOD vs RNG
+120.7%
+871.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.4% | +0.5% | -2.6% |
| 7D | +13.4% | -0.8% | +14.2% | +13.9% |
| 30D | +25.8% | +11.4% | +14.4% | +22.2% |
| 3M | +38.0% | +72.1% | -34.1% | +15.6% |
| 6M | +52.2% | +67.9% | -15.7% | +26.3% |
| YTD | +3.7% | +144.3% | -140.6% | -27.5% |
| 1Y | +0.1% | +117.5% | -117.5% | -27.0% |
| 3Y | +992.6% | +123.9% | +868.7% | +638.6% |
| All | +992.6% | +120.7% | +871.9% | +638.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling