+1,037.0%
HOOD vs DG
+12.2%
+1,024.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.1% |
| 7D | +17.1% | +8.4% | +8.7% | +16.8% |
| 30D | +31.6% | +4.9% | +26.6% | +31.3% |
| 3M | +38.2% | +29.3% | +8.9% | +36.8% |
| 6M | +48.5% | -11.3% | +59.8% | +46.9% |
| YTD | +8.0% | +1.8% | +6.2% | +7.3% |
| 1Y | +18.7% | +25.3% | -6.7% | +18.4% |
| All | +1,037.0% | +12.2% | +1,024.7% | +1,054.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling