+1,511.3%
META vs DD
+300.9%
+1,210.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -0.8% | +4.6% | -5.4% | -2.6% |
| 30D | -15.4% | +11.8% | -27.2% | -19.2% |
| 3M | +3.5% | +2.2% | +1.4% | +2.3% |
| 6M | -0.3% | -1.6% | +1.4% | -0.4% |
| YTD | -7.3% | +23.0% | -30.3% | -16.2% |
| 1Y | -1.1% | +26.9% | -28.0% | -11.8% |
| 3Y | +95.1% | +77.9% | +17.2% | +47.4% |
| 5Y | +80.6% | +59.9% | +20.7% | +41.3% |
| 10Y | +410.1% | +90.1% | +320.1% | +234.2% |
| All | +1,511.3% | +300.9% | +1,210.4% | +605.4% |
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