+250.7%
HOOD vs ROK
+56.7%
+194.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -3.0% |
| 7D | +17.1% | +0.7% | +16.4% | +16.6% |
| 30D | +31.6% | -3.3% | +34.9% | +35.0% |
| 3M | +38.2% | -5.9% | +44.1% | +42.1% |
| 6M | +48.5% | +13.9% | +34.7% | +30.1% |
| YTD | +8.0% | +12.6% | -4.6% | -4.6% |
| 1Y | +18.7% | +28.6% | -9.9% | -5.0% |
| 3Y | +999.1% | +45.1% | +954.0% | +674.7% |
| 5Y | +181.7% | +45.6% | +136.1% | +75.8% |
| All | +250.7% | +56.7% | +194.0% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling