+306.3%
META vs DBX
+11.7%
+294.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +3.3% | -7.3% | +10.6% | +6.0% |
| 30D | -10.8% | -5.7% | -5.0% | -9.1% |
| 3M | +7.9% | -6.3% | +14.2% | +9.6% |
| 6M | +5.4% | +12.1% | -6.7% | -0.7% |
| YTD | -2.6% | +16.5% | -19.1% | -10.6% |
| 1Y | +1.9% | +6.1% | -4.2% | -3.2% |
| 3Y | +97.0% | +21.8% | +75.2% | +70.0% |
| 5Y | +97.6% | +19.1% | +78.5% | +70.4% |
| All | +306.3% | +11.7% | +294.5% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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