+225.5%
HOOD vs DTE
+34.0%
+191.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -9.1% | -2.0% | -7.1% | -8.7% |
| 30D | +20.1% | -2.4% | +22.5% | +20.6% |
| 3M | +31.2% | -7.3% | +38.5% | +32.9% |
| 6M | +44.3% | -7.6% | +52.0% | +46.0% |
| YTD | +0.2% | +5.8% | -5.6% | -2.7% |
| 1Y | -3.5% | +2.3% | -5.9% | -5.4% |
| 3Y | +955.2% | +45.0% | +910.2% | +824.0% |
| 5Y | +175.3% | +33.2% | +142.1% | +149.9% |
| All | +225.5% | +34.0% | +191.5% | +274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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