+139.3%
HOOD vs ROP
-0.6%
+139.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.6% |
| 7D | -0.6% | -1.6% | +1.0% | +0.2% |
| 30D | -23.6% | +29.5% | -53.1% | -36.6% |
| 3M | -10.7% | +17.5% | -28.2% | -20.7% |
| 6M | +8.2% | +38.1% | -29.9% | -16.9% |
| YTD | -26.3% | +7.0% | -33.3% | -30.3% |
| 1Y | -36.1% | +6.5% | -42.6% | -39.3% |
| 3Y | +950.7% | -5.5% | +956.2% | +1,020.8% |
| 5Y | +127.0% | -0.4% | +127.4% | +111.8% |
| All | +139.3% | -0.6% | +139.9% | +110.7% |
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