+306.2%
META vs DBX
+12.3%
+293.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.0% | +11.1% | +7.3% |
| 7D | +5.7% | -8.6% | +14.3% | +9.0% |
| 30D | -10.8% | -5.2% | -5.6% | -9.3% |
| 3M | +8.4% | -6.4% | +14.8% | +10.2% |
| 6M | +5.4% | +12.7% | -7.3% | -0.9% |
| YTD | -2.6% | +17.2% | -19.8% | -10.8% |
| 1Y | +3.5% | +5.5% | -2.0% | -1.4% |
| 3Y | +102.0% | +24.1% | +77.9% | +73.0% |
| 5Y | +93.1% | +14.2% | +78.9% | +68.6% |
| All | +306.2% | +12.3% | +293.9% | +211.9% |
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