+193.0%
HOOD vs ROK
+46.6%
+146.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.1% |
| 7D | +13.4% | +2.8% | +10.6% | +11.2% |
| 30D | +25.8% | -2.4% | +28.2% | +28.2% |
| 3M | +38.0% | -4.7% | +42.7% | +40.3% |
| 6M | +52.2% | +16.8% | +35.5% | +30.5% |
| YTD | +3.7% | +11.4% | -7.6% | -7.6% |
| 1Y | +0.1% | +26.2% | -26.1% | -18.9% |
| 3Y | +992.6% | +51.9% | +940.7% | +642.4% |
| 5Y | +193.0% | +46.4% | +146.6% | +84.0% |
| All | +193.0% | +46.6% | +146.3% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling