+231.1%
HOOD vs ROK
+53.9%
+177.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.2% |
| 7D | +7.7% | +0.2% | +7.6% | +7.7% |
| 30D | +22.0% | -1.8% | +23.8% | +23.7% |
| 3M | +37.6% | -7.2% | +44.8% | +42.9% |
| 6M | +45.3% | +14.2% | +31.1% | +26.8% |
| YTD | +1.9% | +10.6% | -8.6% | -8.7% |
| 1Y | -2.7% | +25.9% | -28.6% | -21.0% |
| 3Y | +973.4% | +50.8% | +922.6% | +633.5% |
| 5Y | +179.3% | +47.0% | +132.2% | +74.6% |
| All | +231.1% | +53.9% | +177.2% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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