+79.1%
META vs D
+14.9%
+64.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -3.1% | +6.9% | -10.1% | -3.0% |
| 30D | -18.1% | +12.3% | -30.4% | -18.0% |
| 3M | +2.9% | +3.0% | -0.2% | +3.1% |
| 6M | +0.2% | +12.8% | -12.6% | +0.3% |
| YTD | -8.1% | +22.6% | -30.7% | -8.3% |
| 1Y | -4.5% | +21.7% | -26.2% | -4.7% |
| 3Y | +94.2% | +83.9% | +10.3% | +86.1% |
| 5Y | +79.1% | +14.0% | +65.1% | +88.3% |
| All | +79.1% | +14.9% | +64.2% | +88.3% |
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 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