+127.0%
HOOD vs ROK
+25.9%
+101.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +0.3% |
| 7D | -0.6% | -11.5% | +10.9% | +8.7% |
| 30D | -23.6% | -10.0% | -13.6% | -17.4% |
| 3M | -10.7% | -11.4% | +0.8% | -2.2% |
| 6M | +8.2% | -13.7% | +21.9% | +18.2% |
| YTD | -26.3% | +1.0% | -27.4% | -29.7% |
| 1Y | -36.1% | +5.6% | -41.7% | -40.8% |
| 3Y | +950.7% | +59.1% | +891.6% | +580.4% |
| 5Y | +127.0% | +26.1% | +100.9% | +46.4% |
| All | +127.0% | +25.9% | +101.1% | +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 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