+125.1%
HOOD vs DOC
-26.6%
+151.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.2% | -10.1% | -10.2% |
| 7D | -14.4% | +6.2% | -20.6% | -17.2% |
| 30D | -30.0% | +6.5% | -36.5% | -32.5% |
| 3M | -15.5% | -6.2% | -9.3% | -12.6% |
| 6M | +1.8% | +25.6% | -23.8% | -13.0% |
| YTD | -30.7% | +32.1% | -62.8% | -42.3% |
| 1Y | -45.0% | +20.3% | -65.3% | -51.6% |
| 3Y | +709.0% | +42.7% | +666.2% | +510.5% |
| 5Y | +111.8% | -22.2% | +134.0% | +145.1% |
| All | +125.1% | -26.6% | +151.7% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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