+917.8%
HOOD vs RNG
+177.9%
+739.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.3% |
| 7D | -3.2% | -3.5% | +0.3% | -2.2% |
| 30D | -22.6% | -3.8% | -18.8% | -21.7% |
| 3M | -10.4% | +18.6% | -28.9% | -14.5% |
| 6M | +4.7% | +69.2% | -64.5% | -11.5% |
| YTD | -25.2% | +161.9% | -187.1% | -48.0% |
| 1Y | -35.9% | +176.2% | -212.1% | -56.5% |
| All | +917.8% | +177.9% | +739.9% | +588.9% |
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 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