+1,497.9%
META vs DG
+250.9%
+1,247.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.6% |
| 7D | -3.1% | +6.1% | -9.2% | -4.1% |
| 30D | -18.1% | +11.9% | -30.1% | -19.7% |
| 3M | +2.9% | +9.3% | -6.4% | +1.0% |
| 6M | +0.2% | +19.1% | -18.9% | -3.2% |
| YTD | -8.1% | +5.9% | -14.0% | -9.8% |
| 1Y | -4.5% | +39.8% | -44.3% | -10.8% |
| 3Y | +94.2% | +23.4% | +70.8% | +78.8% |
| 5Y | +79.1% | -33.3% | +112.4% | +90.7% |
| 10Y | +405.9% | +131.0% | +274.9% | +311.2% |
| All | +1,497.9% | +250.9% | +1,247.0% | +921.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling