+123.6%
HOOD vs ROK
+45.4%
+78.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.0% |
| 7D | -3.8% | +7.1% | -10.8% | -8.5% |
| 30D | -23.0% | -5.0% | -18.0% | -20.2% |
| 3M | -21.6% | -9.4% | -12.3% | -15.7% |
| 6M | +1.4% | -11.0% | +12.4% | +8.2% |
| YTD | -31.2% | +4.4% | -35.6% | -35.8% |
| 1Y | -35.9% | +7.4% | -43.3% | -41.4% |
| 3Y | +836.9% | +61.0% | +776.0% | +508.5% |
| 5Y | +121.1% | +30.4% | +90.8% | +48.2% |
| All | +123.6% | +45.4% | +78.2% | +46.4% |
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