+237.0%
HOOD vs DD
+54.1%
+182.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | +13.4% | -0.6% | +14.0% | +13.7% |
| 30D | +25.8% | -7.4% | +33.2% | +32.2% |
| 3M | +38.0% | -6.4% | +44.4% | +43.9% |
| 6M | +52.2% | -2.5% | +54.7% | +53.5% |
| YTD | +3.7% | +10.2% | -6.5% | -4.7% |
| 1Y | +0.1% | +36.9% | -36.9% | -21.8% |
| 3Y | +992.6% | +47.0% | +945.5% | +690.4% |
| 5Y | +193.0% | +63.1% | +129.8% | +98.1% |
| All | +237.0% | +54.1% | +182.9% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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