+62.8%
META vs DD
+61.3%
+1.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +6.7% | -3.5% | +10.2% | +8.5% |
| 30D | +4.8% | -10.3% | +15.1% | +10.3% |
| 3M | -1.6% | -7.5% | +5.9% | +1.9% |
| 6M | -7.5% | -8.0% | +0.5% | -4.8% |
| YTD | -6.4% | +10.5% | -16.9% | -13.1% |
| 1Y | -17.3% | +38.3% | -55.6% | -32.6% |
| 3Y | +109.9% | +42.5% | +67.4% | +61.1% |
| All | +62.8% | +61.3% | +1.5% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling