+123.6%
HOOD vs RY
+136.3%
-12.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.1% |
| 7D | -3.8% | +0.6% | -4.3% | -4.4% |
| 30D | -23.0% | +5.0% | -28.0% | -27.5% |
| 3M | -21.6% | -5.3% | -16.3% | -15.5% |
| 6M | +1.4% | +13.8% | -12.4% | -14.1% |
| YTD | -31.2% | +21.0% | -52.1% | -45.5% |
| 1Y | -35.9% | +40.5% | -76.4% | -58.1% |
| 3Y | +836.9% | +159.7% | +677.3% | +194.5% |
| 5Y | +121.1% | +124.3% | -3.2% | -16.1% |
| All | +123.6% | +136.3% | -12.7% | -19.3% |
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