+139.3%
HOOD vs RRC
+235.7%
-96.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | -0.6% | -10.3% | +9.7% | +2.0% |
| 30D | -23.6% | +19.5% | -43.0% | -27.4% |
| 3M | -10.7% | +27.9% | -38.6% | -16.9% |
| 6M | +8.2% | +21.2% | -13.0% | +1.6% |
| YTD | -26.3% | +39.6% | -65.9% | -34.1% |
| 1Y | -36.1% | +31.3% | -67.4% | -41.8% |
| 3Y | +950.7% | +51.9% | +898.8% | +822.4% |
| 5Y | +127.0% | +110.2% | +16.9% | +78.8% |
| All | +139.3% | +235.7% | -96.4% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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