+156.8%
META vs DFNS
-100.0%
+256.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.2% | +13.1% | +0.8% |
| 7D | -0.8% | -44.0% | +43.2% | -0.8% |
| 30D | -15.4% | -69.1% | +53.7% | -15.5% |
| 3M | +3.5% | -95.6% | +99.1% | +3.2% |
| 6M | -0.3% | -96.2% | +95.9% | -0.3% |
| YTD | -7.3% | -99.6% | +92.3% | -7.6% |
| 1Y | -1.1% | -99.7% | +98.7% | -1.5% |
| 3Y | +95.1% | -100.0% | +195.0% | +88.6% |
| 5Y | +80.6% | -100.0% | +180.5% | +89.7% |
| All | +156.8% | -100.0% | +256.8% | +184.8% |
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