+193.0%
HOOD vs DBX
+7.2%
+185.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -2.0% |
| 7D | +13.4% | -1.3% | +14.7% | +14.7% |
| 30D | +25.8% | -2.9% | +28.7% | +28.4% |
| 3M | +38.0% | +23.8% | +14.1% | +18.4% |
| 6M | +52.2% | +26.2% | +26.0% | +25.1% |
| YTD | +3.7% | +21.6% | -17.9% | -12.4% |
| 1Y | +0.1% | +11.4% | -11.4% | -10.8% |
| 3Y | +992.6% | +21.3% | +971.3% | +746.4% |
| 5Y | +193.0% | +6.7% | +186.3% | +121.0% |
| All | +193.0% | +7.2% | +185.8% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 5y: compounded portfolio wealth divided by compounded DBX 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…
5y analysis · Full analysis span regression · 6 months rolling