+132.4%
HOOD vs ROP
+0.2%
+132.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +5.0% |
| 7D | -4.8% | +2.1% | -6.9% | -6.2% |
| 30D | -26.1% | +32.9% | -59.0% | -39.7% |
| 3M | -10.8% | +20.0% | -30.8% | -21.9% |
| 6M | +2.4% | +36.4% | -34.1% | -20.5% |
| YTD | -28.5% | +7.8% | -36.3% | -32.6% |
| 1Y | -36.3% | +8.0% | -44.3% | -40.1% |
| 3Y | +743.7% | -3.5% | +747.2% | +785.6% |
| 5Y | +118.6% | +1.5% | +117.2% | +102.9% |
| All | +132.4% | +0.2% | +132.2% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling