+133.6%
HOOD vs ROIV
+316.5%
-182.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.8% |
| 7D | -5.1% | +14.3% | -19.4% | -8.6% |
| 30D | -25.4% | +16.2% | -41.6% | -28.6% |
| 3M | -14.0% | +15.1% | -29.1% | -18.2% |
| 6M | +5.6% | +44.2% | -38.6% | -6.5% |
| YTD | -28.1% | +89.8% | -117.9% | -40.9% |
| 1Y | -40.1% | +94.6% | -134.7% | -51.2% |
| 3Y | +888.2% | +367.5% | +520.7% | +534.7% |
| 5Y | +135.8% | +421.4% | -285.6% | +20.1% |
| All | +133.6% | +316.5% | -182.9% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling