+237.0%
HOOD vs DAR
-4.6%
+241.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.9% | -6.9% | -4.9% |
| 7D | +13.4% | -0.9% | +14.2% | +13.5% |
| 30D | +25.8% | +13.0% | +12.8% | +19.5% |
| 3M | +38.0% | +15.0% | +23.0% | +29.3% |
| 6M | +52.2% | +26.8% | +25.4% | +35.6% |
| YTD | +3.7% | +86.4% | -82.7% | -21.5% |
| 1Y | +0.1% | +115.1% | -115.0% | -29.5% |
| 3Y | +992.6% | +14.6% | +977.9% | +876.4% |
| 5Y | +193.0% | -8.8% | +201.8% | +178.6% |
| All | +237.0% | -4.6% | +241.6% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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