+250.7%
HOOD vs DLR
+44.5%
+206.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +17.1% | +1.6% | +15.5% | +16.1% |
| 30D | +31.6% | -3.4% | +34.9% | +34.7% |
| 3M | +38.2% | +0.5% | +37.7% | +35.1% |
| 6M | +48.5% | +4.6% | +44.0% | +41.7% |
| YTD | +8.0% | +23.4% | -15.4% | -8.9% |
| 1Y | +18.7% | +19.0% | -0.4% | +2.4% |
| 3Y | +999.1% | +56.5% | +942.6% | +689.1% |
| 5Y | +181.7% | +33.3% | +148.4% | +117.0% |
| All | +250.7% | +44.5% | +206.2% | +186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling