+1,527.5%
META vs DD
+260.1%
+1,267.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +6.7% | -3.5% | +10.2% | +8.2% |
| 30D | +4.8% | -10.3% | +15.1% | +9.3% |
| 3M | -1.6% | -7.5% | +5.9% | +1.2% |
| 6M | -7.5% | -8.0% | +0.5% | -5.2% |
| YTD | -6.4% | +10.5% | -16.9% | -11.4% |
| 1Y | -17.3% | +38.3% | -55.6% | -29.0% |
| 3Y | +109.9% | +42.5% | +67.4% | +73.5% |
| 5Y | +65.4% | +60.2% | +5.2% | +30.0% |
| 10Y | +391.8% | +68.9% | +323.0% | +238.6% |
| All | +1,527.5% | +260.1% | +1,267.4% | +645.8% |
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