+139.3%
HOOD vs ROL
+11.4%
+127.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.1% |
| 7D | -0.6% | +7.5% | -8.1% | -3.6% |
| 30D | -23.6% | +21.1% | -44.7% | -29.6% |
| 3M | -10.7% | +3.1% | -13.8% | -12.2% |
| 6M | +8.2% | -27.4% | +35.6% | +23.6% |
| YTD | -26.3% | -34.7% | +8.4% | -11.6% |
| 1Y | -36.1% | -32.9% | -3.1% | -24.7% |
| 3Y | +950.7% | +6.1% | +944.6% | +803.9% |
| 5Y | +127.0% | +16.3% | +110.7% | +66.3% |
| All | +139.3% | +11.4% | +127.9% | +86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling