+142.9%
HOOD vs ROP
+0.7%
+142.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.6% |
| 7D | -3.2% | -2.9% | -0.3% | -1.5% |
| 30D | -22.6% | +30.1% | -52.6% | -35.8% |
| 3M | -10.4% | +19.9% | -30.3% | -21.5% |
| 6M | +4.7% | +46.0% | -41.3% | -22.8% |
| YTD | -25.2% | +8.4% | -33.6% | -29.8% |
| 1Y | -35.9% | +8.8% | -44.7% | -40.1% |
| 3Y | +927.7% | -5.6% | +933.3% | +1,000.5% |
| 5Y | +147.5% | +3.0% | +144.5% | +128.4% |
| All | +142.9% | +0.7% | +142.2% | +112.2% |
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