-4.5%
META vs COMP
+11.9%
-16.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.2% | +4.2% | -2.7% |
| 7D | -3.1% | -1.8% | -1.3% | -2.9% |
| 30D | -18.1% | -0.8% | -17.4% | -18.2% |
| 3M | +2.9% | -28.1% | +31.0% | +7.9% |
| 6M | +0.2% | +27.0% | -26.8% | -4.8% |
| YTD | -8.1% | -12.8% | +4.7% | -7.7% |
| 1Y | -4.5% | +4.9% | -9.4% | -6.1% |
| All | -4.5% | +11.9% | -16.4% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling