+1,563.7%
META vs D
+145.2%
+1,418.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | +0.6% |
| 7D | +2.9% | +8.5% | -5.7% | +1.2% |
| 30D | -15.1% | +14.3% | -29.4% | -17.4% |
| 3M | +7.2% | +1.8% | +5.5% | +6.7% |
| 6M | +3.4% | +13.0% | -9.7% | +0.4% |
| YTD | -4.3% | +22.7% | -27.1% | -9.0% |
| 1Y | +0.8% | +22.6% | -21.8% | -4.2% |
| 3Y | +102.2% | +84.2% | +18.0% | +69.7% |
| 5Y | +89.4% | +15.8% | +73.6% | +80.4% |
| 10Y | +426.7% | +45.8% | +380.9% | +352.6% |
| All | +1,563.7% | +145.2% | +1,418.6% | +913.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling