+162.5%
META vs DFNS
-100.0%
+262.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -19.4% | +18.5% | -0.8% |
| 7D | +3.1% | -12.7% | +15.7% | +3.1% |
| 30D | -18.2% | -65.2% | +47.0% | -18.3% |
| 3M | +7.8% | -94.6% | +102.4% | +7.5% |
| 6M | +3.6% | -96.2% | +99.8% | +3.6% |
| YTD | -5.3% | -99.6% | +94.3% | -5.6% |
| 1Y | +2.7% | -99.7% | +102.4% | +2.4% |
| 3Y | +91.5% | -100.0% | +191.5% | +86.3% |
| 5Y | +84.7% | -100.0% | +184.7% | +93.9% |
| All | +162.5% | -100.0% | +262.4% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling