+447.1%
META vs DD
+98.3%
+348.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +3.1% | +6.7% | -3.7% | +0.5% |
| 30D | -18.2% | +19.4% | -37.6% | -23.7% |
| 3M | +7.8% | +7.6% | +0.2% | +4.5% |
| 6M | +3.6% | +2.9% | +0.7% | +1.8% |
| YTD | -5.3% | +29.9% | -35.2% | -16.0% |
| 1Y | +2.7% | +28.6% | -25.9% | -8.6% |
| 3Y | +91.5% | +90.0% | +1.5% | +41.5% |
| 5Y | +84.7% | +68.1% | +16.5% | +41.2% |
| All | +447.1% | +98.3% | +348.8% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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