+93.1%
META vs DAR
-37.0%
+130.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.5% | +4.2% |
| 7D | +5.7% | -2.8% | +8.5% | +6.3% |
| 30D | -10.8% | -12.8% | +2.1% | -8.3% |
| 3M | +8.4% | -11.6% | +20.0% | +10.6% |
| 6M | +5.4% | -16.8% | +22.2% | +8.5% |
| YTD | -2.6% | +45.9% | -48.5% | -11.8% |
| 1Y | +3.5% | +61.5% | -58.0% | -8.6% |
| 3Y | +102.0% | +23.0% | +79.0% | +81.4% |
| 5Y | +93.1% | -35.8% | +128.9% | +102.8% |
| All | +93.1% | -37.0% | +130.1% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling