+1,497.9%
META vs DAR
+258.1%
+1,239.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.3% |
| 7D | -3.1% | -8.1% | +5.0% | -1.4% |
| 30D | -18.1% | -17.1% | -1.0% | -14.7% |
| 3M | +2.9% | -12.3% | +15.1% | +5.3% |
| 6M | +0.2% | -21.8% | +22.0% | +4.9% |
| YTD | -8.1% | +40.8% | -48.9% | -16.1% |
| 1Y | -4.5% | +57.4% | -61.9% | -15.2% |
| 3Y | +94.2% | +12.1% | +82.1% | +79.3% |
| 5Y | +79.1% | -40.2% | +119.3% | +87.0% |
| 10Y | +405.9% | +280.1% | +125.8% | +222.9% |
| All | +1,497.9% | +258.1% | +1,239.8% | +1,029.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling