+223.3%
HOOD vs OSCR
+77.2%
+146.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -7.8% | +1.6% | -9.4% | -8.2% |
| 30D | +18.6% | +10.7% | +7.9% | +15.6% |
| 3M | +22.1% | +13.4% | +8.7% | +17.7% |
| 6M | +43.1% | +144.6% | -101.5% | +12.9% |
| YTD | -0.5% | +128.0% | -128.5% | -20.4% |
| 1Y | -4.4% | +68.7% | -73.1% | -19.3% |
| 3Y | +938.5% | +398.8% | +539.7% | +474.5% |
| 5Y | +173.4% | +87.3% | +86.2% | +29.6% |
| All | +223.3% | +77.2% | +146.1% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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