+425.7%
META vs DD
+105.4%
+320.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.9% | -0.8% | +2.9% |
| 7D | +5.7% | +9.8% | -4.1% | +1.9% |
| 30D | -10.8% | +19.3% | -30.1% | -16.7% |
| 3M | +8.4% | +9.4% | -1.0% | +4.4% |
| 6M | +5.4% | +4.8% | +0.6% | +2.8% |
| YTD | -2.6% | +30.2% | -32.8% | -13.7% |
| 1Y | +3.5% | +32.2% | -28.7% | -8.9% |
| 3Y | +102.0% | +93.1% | +8.9% | +48.3% |
| 5Y | +93.1% | +68.0% | +25.1% | +47.6% |
| 10Y | +425.7% | +98.5% | +327.2% | +243.0% |
| All | +425.7% | +105.4% | +320.3% | +243.0% |
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