+132.4%
HOOD vs RY
+135.0%
-2.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +4.9% |
| 7D | -4.8% | -0.9% | -3.9% | -3.5% |
| 30D | -26.1% | +5.9% | -32.0% | -31.2% |
| 3M | -10.8% | -4.3% | -6.5% | -5.2% |
| 6M | +2.4% | +12.1% | -9.8% | -11.7% |
| YTD | -28.5% | +20.3% | -48.7% | -43.0% |
| 1Y | -36.3% | +41.0% | -77.3% | -58.5% |
| 3Y | +743.7% | +157.5% | +586.2% | +167.7% |
| 5Y | +118.6% | +123.2% | -4.6% | -16.6% |
| All | +132.4% | +135.0% | -2.6% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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