+139.3%
HOOD vs DAL
+130.1%
+9.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.3% | -2.3% | -0.4% |
| 7D | -0.6% | +10.0% | -10.7% | -6.6% |
| 30D | -23.6% | +12.0% | -35.6% | -29.0% |
| 3M | -10.7% | +0.8% | -11.5% | -11.2% |
| 6M | +8.2% | +26.2% | -18.0% | -8.6% |
| YTD | -26.3% | +33.7% | -60.0% | -40.4% |
| 1Y | -36.1% | +57.6% | -93.7% | -53.6% |
| 3Y | +950.7% | +183.5% | +767.2% | +415.3% |
| 5Y | +127.0% | +114.2% | +12.9% | +10.6% |
| All | +139.3% | +130.1% | +9.1% | +22.7% |
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