+237.0%
HOOD vs ROL
+0.5%
+236.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -2.8% |
| 7D | +13.4% | -3.4% | +16.8% | +15.1% |
| 30D | +25.8% | -6.9% | +32.7% | +29.6% |
| 3M | +38.0% | -24.6% | +62.6% | +55.0% |
| 6M | +52.2% | -39.5% | +91.7% | +89.7% |
| YTD | +3.7% | -41.1% | +44.9% | +30.4% |
| 1Y | +0.1% | -37.9% | +38.0% | +21.0% |
| 3Y | +992.6% | +0.8% | +991.8% | +849.2% |
| 5Y | +193.0% | -4.7% | +197.7% | +135.3% |
| All | +237.0% | +0.5% | +236.5% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling