+32.7%
ORCL vs HOOD
+1,010.1%
-977.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.7% |
| 7D | +5.3% | +17.1% | -11.9% | +0.5% |
| 30D | +10.0% | +31.6% | -21.6% | +1.3% |
| 3M | -32.6% | +38.2% | -70.8% | -39.1% |
| 6M | +4.9% | +48.5% | -43.6% | -7.8% |
| YTD | -17.8% | +8.0% | -25.7% | -22.4% |
| 1Y | -28.0% | +18.7% | -46.6% | -33.9% |
| All | +32.7% | +1,010.1% | -977.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 3y: compounded portfolio wealth divided by compounded HOOD 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…
3y analysis · Full analysis span regression · 6 months rolling