-1.1%
META vs DD
+26.6%
-27.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -0.8% | +4.6% | -5.4% | -1.5% |
| 30D | -15.4% | +11.8% | -27.2% | -16.9% |
| 3M | +3.5% | +2.2% | +1.4% | +3.5% |
| 6M | -0.3% | -1.6% | +1.4% | 0.0% |
| YTD | -7.3% | +23.0% | -30.3% | -11.4% |
| 1Y | -1.1% | +26.9% | -28.0% | -6.5% |
| All | -1.1% | +26.6% | -27.7% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling