+159.4%
META vs DFNS
-99.9%
+259.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +6.7% | -16.0% | +22.7% | +6.7% |
| 30D | +4.8% | -77.7% | +82.5% | +4.6% |
| 3M | -1.6% | -77.2% | +75.6% | -1.5% |
| 6M | -7.5% | -95.2% | +87.7% | -7.5% |
| YTD | -6.4% | -98.0% | +91.6% | -6.5% |
| 1Y | -17.3% | -98.3% | +80.9% | -17.4% |
| 3Y | +109.9% | -99.9% | +209.8% | +104.8% |
| 5Y | +65.4% | -99.9% | +165.2% | +74.7% |
| All | +159.4% | -99.9% | +259.2% | +188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling