+79.1%
META vs DAR
-40.1%
+119.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.3% |
| 7D | -3.1% | -8.1% | +5.0% | -1.5% |
| 30D | -18.1% | -17.1% | -1.0% | -15.0% |
| 3M | +2.9% | -12.3% | +15.1% | +5.1% |
| 6M | +0.2% | -21.8% | +22.0% | +4.5% |
| YTD | -8.1% | +40.8% | -48.9% | -16.2% |
| 1Y | -4.5% | +57.4% | -61.9% | -15.3% |
| 3Y | +94.2% | +12.1% | +82.1% | +78.5% |
| 5Y | +79.1% | -40.2% | +119.3% | +90.9% |
| All | +79.1% | -40.1% | +119.2% | +90.9% |
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