+132.4%
HOOD vs DOCN
+34.5%
+97.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.2% |
| 7D | -4.8% | -19.2% | +14.4% | +3.1% |
| 30D | -26.1% | -43.1% | +16.9% | -9.0% |
| 3M | -10.8% | -40.7% | +29.9% | +5.8% |
| 6M | +2.4% | -55.0% | +57.3% | +31.3% |
| YTD | -28.5% | +50.6% | -79.1% | -51.0% |
| 1Y | -36.3% | +54.0% | -90.3% | -56.7% |
| 3Y | +743.7% | +203.9% | +539.8% | +281.4% |
| 5Y | +118.6% | -29.4% | +148.0% | +53.3% |
| All | +132.4% | +34.5% | +97.9% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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