+404.3%
META vs DG
+122.0%
+282.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.3% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | -15.4% | +9.5% | -24.9% | -16.7% |
| 3M | +3.5% | +5.5% | -2.0% | +2.4% |
| 6M | -0.3% | +16.1% | -16.4% | -3.0% |
| YTD | -7.3% | +2.7% | -10.0% | -8.6% |
| 1Y | -1.1% | +42.1% | -43.2% | -7.4% |
| 3Y | +95.1% | +19.3% | +75.8% | +81.7% |
| 5Y | +80.6% | -35.3% | +115.9% | +98.5% |
| All | +404.3% | +122.0% | +282.3% | +353.1% |
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