+250.7%
HOOD vs RNG
-72.1%
+322.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -0.6% |
| 7D | +17.1% | +5.8% | +11.3% | +14.8% |
| 30D | +31.6% | +19.6% | +12.0% | +22.9% |
| 3M | +38.2% | +67.0% | -28.8% | +9.4% |
| 6M | +48.5% | +88.4% | -39.8% | +8.7% |
| YTD | +8.0% | +155.5% | -147.5% | -33.6% |
| 1Y | +18.7% | +141.7% | -123.0% | -25.7% |
| 3Y | +999.1% | +131.1% | +868.0% | +556.3% |
| 5Y | +181.7% | -70.6% | +252.3% | +285.0% |
| All | +250.7% | -72.1% | +322.8% | +384.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling