+95.1%
META vs DE
+82.4%
+12.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.6% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -15.4% | +2.3% | -17.7% | -15.7% |
| 3M | +3.5% | +9.5% | -6.0% | +1.9% |
| 6M | -0.3% | +14.1% | -14.4% | -2.8% |
| YTD | -7.3% | +45.4% | -52.7% | -15.4% |
| 1Y | -1.1% | +42.9% | -44.0% | -9.4% |
| 3Y | +95.1% | +84.8% | +10.2% | +77.5% |
| All | +95.1% | +82.4% | +12.7% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 3y: compounded portfolio wealth divided by compounded DE 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…
3y analysis · Full analysis span regression · 6 months rolling