+250.7%
HOOD vs DECK
+26.4%
+224.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.6% | -2.9% |
| 7D | +17.1% | -2.2% | +19.3% | +18.5% |
| 30D | +31.6% | -13.6% | +45.2% | +42.0% |
| 3M | +38.2% | -21.2% | +59.5% | +55.5% |
| 6M | +48.5% | -21.1% | +69.6% | +66.4% |
| YTD | +8.0% | -17.2% | +25.2% | +15.9% |
| 1Y | +18.7% | -30.7% | +49.4% | +38.1% |
| 3Y | +999.1% | -3.4% | +1,002.5% | +804.9% |
| 5Y | +181.7% | +25.5% | +156.1% | +73.8% |
| All | +250.7% | +26.4% | +224.2% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 all: compounded portfolio wealth divided by compounded DECK 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…
all analysis · Full analysis span regression · 6 months rolling