+123.6%
HOOD vs ROST
+102.1%
+21.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -1.9% | -2.8% |
| 7D | -3.8% | +0.3% | -4.0% | -3.8% |
| 30D | -23.0% | +0.5% | -23.5% | -23.2% |
| 3M | -21.6% | -5.2% | -16.4% | -19.1% |
| 6M | +1.4% | +9.8% | -8.4% | -6.7% |
| YTD | -31.2% | +29.4% | -60.5% | -43.5% |
| 1Y | -35.9% | +44.4% | -80.3% | -51.5% |
| 3Y | +836.9% | +95.0% | +741.9% | +478.9% |
| 5Y | +121.1% | +111.9% | +9.3% | +11.6% |
| All | +123.6% | +102.1% | +21.5% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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