+225.5%
HOOD vs ROP
-18.3%
+243.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -9.1% | -8.0% | -1.1% | -3.6% |
| 30D | +20.1% | -2.7% | +22.8% | +22.5% |
| 3M | +31.2% | +16.6% | +14.6% | +14.5% |
| 6M | +44.3% | +10.4% | +33.9% | +30.5% |
| YTD | +0.2% | -12.1% | +12.3% | +9.5% |
| 1Y | -3.5% | -23.6% | +20.1% | +18.7% |
| 3Y | +955.2% | -19.3% | +974.5% | +1,158.3% |
| 5Y | +175.3% | -15.4% | +190.6% | +191.1% |
| All | +225.5% | -18.3% | +243.8% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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