+400.1%
META vs D
+44.7%
+355.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -3.1% | +6.9% | -10.1% | -4.2% |
| 30D | -18.1% | +12.3% | -30.4% | -19.7% |
| 3M | +2.9% | +3.0% | -0.2% | +2.3% |
| 6M | +0.2% | +12.8% | -12.6% | -2.2% |
| YTD | -8.1% | +22.6% | -30.7% | -11.9% |
| 1Y | -4.5% | +21.7% | -26.2% | -8.4% |
| 3Y | +94.2% | +83.9% | +10.3% | +66.5% |
| 5Y | +79.1% | +14.0% | +65.1% | +73.8% |
| All | +400.1% | +44.7% | +355.4% | +355.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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