+1,497.9%
META vs DD
+296.6%
+1,201.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.1% | -2.5% |
| 7D | -3.1% | +3.1% | -6.2% | -4.4% |
| 30D | -18.1% | +8.7% | -26.8% | -20.9% |
| 3M | +2.9% | -1.2% | +4.1% | +3.0% |
| 6M | +0.2% | -1.1% | +1.3% | -0.2% |
| YTD | -8.1% | +21.7% | -29.8% | -16.5% |
| 1Y | -4.5% | +24.0% | -28.6% | -14.1% |
| 3Y | +94.2% | +75.6% | +18.6% | +47.5% |
| 5Y | +79.1% | +58.2% | +20.9% | +40.7% |
| 10Y | +405.9% | +88.0% | +317.9% | +232.8% |
| All | +1,497.9% | +296.6% | +1,201.3% | +602.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling