+142.9%
HOOD vs DKS
+70.0%
+72.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -3.2% | +1.3% | -4.5% | -3.6% |
| 30D | -22.6% | +8.9% | -31.4% | -25.3% |
| 3M | -10.4% | -26.4% | +16.0% | -2.7% |
| 6M | +4.7% | -31.1% | +35.8% | +15.7% |
| YTD | -25.2% | -22.8% | -2.4% | -21.9% |
| 1Y | -35.9% | -29.5% | -6.4% | -30.3% |
| 3Y | +927.7% | +42.8% | +884.9% | +694.4% |
| 5Y | +147.5% | +29.2% | +118.4% | +66.3% |
| All | +142.9% | +70.0% | +72.9% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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