+1,527.5%
META vs D
+131.4%
+1,396.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +4.8% | -3.6% | +8.3% | +5.5% |
| 3M | -1.6% | -1.0% | -0.6% | -1.5% |
| 6M | -7.5% | +6.3% | -13.7% | -9.0% |
| YTD | -6.4% | +14.7% | -21.1% | -9.6% |
| 1Y | -17.3% | +16.9% | -34.3% | -20.7% |
| 3Y | +109.9% | +56.8% | +53.1% | +83.3% |
| 5Y | +65.4% | +5.2% | +60.2% | +61.2% |
| 10Y | +391.8% | +35.9% | +356.0% | +329.4% |
| All | +1,527.5% | +131.4% | +1,396.1% | +903.0% |
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