+62.8%
META vs D
+4.5%
+58.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.0% |
| 7D | +6.7% | +0.4% | +6.3% | +6.7% |
| 30D | +4.8% | -3.6% | +8.3% | +4.8% |
| 3M | -1.6% | -1.0% | -0.6% | -1.6% |
| 6M | -7.5% | +6.3% | -13.7% | -7.6% |
| YTD | -6.4% | +14.7% | -21.1% | -6.7% |
| 1Y | -17.3% | +16.9% | -34.3% | -17.7% |
| 3Y | +109.9% | +56.8% | +53.1% | +104.4% |
| All | +62.8% | +4.5% | +58.3% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling