+93.4%
META vs DFNS
-100.0%
+193.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -19.6% | +15.7% | -4.0% |
| 7D | -3.1% | -37.4% | +34.3% | -3.2% |
| 30D | -18.1% | -65.8% | +47.7% | -18.2% |
| 3M | +2.9% | -95.0% | +97.9% | +2.5% |
| 6M | +0.2% | -95.8% | +96.0% | +0.2% |
| YTD | -8.1% | -99.5% | +91.4% | -8.4% |
| 1Y | -4.5% | -99.7% | +95.2% | -4.9% |
| All | +93.4% | -100.0% | +193.4% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling