+404.3%
META vs DAR
+268.8%
+135.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -0.8% | -9.9% | +9.2% | +1.5% |
| 30D | -15.4% | -16.4% | +1.0% | -12.0% |
| 3M | +3.5% | -17.1% | +20.6% | +7.4% |
| 6M | -0.3% | -20.5% | +20.2% | +4.1% |
| YTD | -7.3% | +39.4% | -46.7% | -15.6% |
| 1Y | -1.1% | +57.2% | -58.3% | -12.6% |
| 3Y | +95.1% | +13.9% | +81.2% | +78.6% |
| 5Y | +80.6% | -40.8% | +121.4% | +89.9% |
| All | +404.3% | +268.8% | +135.5% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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