+62.8%
META vs DE
+92.1%
-29.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | +10.0% | -3.3% | +4.5% |
| 30D | +4.8% | +13.3% | -8.6% | +1.8% |
| 3M | -1.6% | +17.5% | -19.1% | -5.5% |
| 6M | -7.5% | +13.6% | -21.0% | -10.6% |
| YTD | -6.4% | +49.8% | -56.2% | -16.5% |
| 1Y | -17.3% | +47.9% | -65.2% | -26.1% |
| 3Y | +109.9% | +72.5% | +37.4% | +79.3% |
| All | +62.8% | +92.1% | -29.3% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling