+102.0%
META vs DG
+21.7%
+80.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +5.1% |
| 7D | +5.7% | +0.7% | +5.0% | +5.7% |
| 30D | -10.8% | +7.4% | -18.2% | -10.6% |
| 3M | +8.4% | +8.5% | -0.1% | +8.6% |
| 6M | +5.4% | +21.9% | -16.5% | +5.7% |
| YTD | -2.6% | +4.9% | -7.5% | -2.7% |
| 1Y | +3.5% | +40.4% | -36.9% | +4.7% |
| 3Y | +102.0% | +23.5% | +78.5% | +121.1% |
| All | +102.0% | +21.7% | +80.3% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling