-20.0%
DRAM vs HOOD
+1.0%
-21.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -10.3% | -7.6% | -13.7% |
| 7D | -28.5% | -14.4% | -14.1% | -23.5% |
| 30D | -37.8% | -30.0% | -7.8% | -28.8% |
| 3M | -31.1% | -15.5% | -15.6% | -27.6% |
| 6M | -20.0% | +1.8% | -21.8% | -18.1% |
| All | -20.0% | +1.0% | -21.0% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 6mo: compounded portfolio wealth divided by compounded HOOD 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…
6mo analysis · Full analysis span regression · 6 months rolling