+93.7%
META vs DD
+70.3%
+23.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -0.2% | +3.2% | -3.4% | -1.7% |
| 30D | -15.4% | +20.3% | -35.7% | -22.8% |
| 3M | +5.0% | +8.2% | -3.1% | +0.8% |
| 6M | +5.2% | +3.4% | +1.8% | +2.7% |
| YTD | -4.5% | +30.6% | -35.1% | -18.9% |
| 1Y | +0.6% | +30.6% | -30.0% | -14.7% |
| 3Y | +93.1% | +91.1% | +2.0% | +22.9% |
| 5Y | +93.7% | +68.6% | +25.1% | +33.7% |
| All | +93.7% | +70.3% | +23.4% | +33.7% |
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