+127.0%
HOOD vs DLR
+36.4%
+90.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +0.6% |
| 7D | -0.6% | +2.4% | -3.0% | -2.0% |
| 30D | -23.6% | +0.7% | -24.3% | -23.7% |
| 3M | -10.7% | -6.4% | -4.3% | -6.4% |
| 6M | +8.2% | -6.5% | +14.7% | +11.6% |
| YTD | -26.3% | +18.8% | -45.1% | -36.5% |
| 1Y | -36.1% | +9.0% | -45.1% | -41.2% |
| 3Y | +950.7% | +54.5% | +896.2% | +651.7% |
| 5Y | +127.0% | +35.8% | +91.2% | +75.0% |
| All | +127.0% | +36.4% | +90.7% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling