+250.7%
HOOD vs ROL
+3.1%
+247.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | +17.1% | -1.4% | +18.6% | +17.8% |
| 30D | +31.6% | -4.1% | +35.7% | +33.7% |
| 3M | +38.2% | -22.5% | +60.7% | +53.3% |
| 6M | +48.5% | -37.7% | +86.2% | +82.5% |
| YTD | +8.0% | -39.6% | +47.5% | +34.1% |
| 1Y | +18.7% | -36.0% | +54.7% | +41.6% |
| 3Y | +999.1% | -5.1% | +1,004.2% | +899.4% |
| 5Y | +181.7% | -3.4% | +185.1% | +124.6% |
| All | +250.7% | +3.1% | +247.6% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling