+436.0%
META vs DG
+119.6%
+316.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +3.3% | +5.2% | -1.9% | +2.5% |
| 30D | -10.8% | +7.9% | -18.7% | -11.9% |
| 3M | +7.9% | +12.7% | -4.8% | +5.7% |
| 6M | +5.4% | +22.4% | -17.0% | +1.7% |
| YTD | -2.6% | +5.4% | -8.0% | -4.2% |
| 1Y | +1.9% | +39.4% | -37.5% | -4.3% |
| 3Y | +97.0% | +24.1% | +72.8% | +81.9% |
| 5Y | +97.6% | -32.2% | +129.8% | +115.2% |
| 10Y | +436.0% | +111.8% | +324.2% | +373.7% |
| All | +436.0% | +119.6% | +316.5% | +373.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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