+836.9%
HOOD vs DLR
+54.1%
+782.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -2.9% |
| 7D | -3.8% | +3.3% | -7.1% | -6.0% |
| 30D | -23.0% | +4.6% | -27.6% | -25.1% |
| 3M | -21.6% | -8.3% | -13.4% | -16.7% |
| 6M | +1.4% | -5.6% | +7.1% | +4.1% |
| YTD | -31.2% | +18.7% | -49.9% | -41.4% |
| 1Y | -35.9% | +17.1% | -53.0% | -44.8% |
| 3Y | +836.9% | +54.4% | +782.6% | +642.9% |
| All | +836.9% | +54.1% | +782.9% | +642.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling