+142.9%
HOOD vs DAL
+128.9%
+14.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.6% |
| 7D | -3.2% | +2.3% | -5.6% | -4.5% |
| 30D | -22.6% | +14.3% | -36.9% | -29.0% |
| 3M | -10.4% | +1.3% | -11.7% | -11.2% |
| 6M | +4.7% | +29.3% | -24.6% | -12.9% |
| YTD | -25.2% | +33.0% | -58.2% | -39.3% |
| 1Y | -35.9% | +59.8% | -95.7% | -53.9% |
| 3Y | +927.7% | +177.2% | +750.5% | +410.5% |
| 5Y | +147.5% | +118.4% | +29.2% | +22.0% |
| All | +142.9% | +128.9% | +14.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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