+237.0%
HOOD vs DLR
+45.3%
+191.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.3% |
| 7D | +13.4% | +3.4% | +10.0% | +11.0% |
| 30D | +25.8% | -2.2% | +28.0% | +27.7% |
| 3M | +38.0% | +4.7% | +33.3% | +30.8% |
| 6M | +52.2% | +9.0% | +43.2% | +40.8% |
| YTD | +3.7% | +24.1% | -20.4% | -12.9% |
| 1Y | +0.1% | +20.9% | -20.9% | -14.5% |
| 3Y | +992.6% | +60.0% | +932.5% | +672.6% |
| 5Y | +193.0% | +35.3% | +157.7% | +125.8% |
| All | +237.0% | +45.3% | +191.7% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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