+1,527.5%
META vs DG
+237.0%
+1,290.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +6.7% | +8.4% | -1.7% | +5.3% |
| 30D | +4.8% | +4.9% | -0.2% | +3.9% |
| 3M | -1.6% | +29.3% | -31.0% | -5.8% |
| 6M | -7.5% | -11.3% | +3.8% | -6.1% |
| YTD | -6.4% | +1.8% | -8.1% | -7.3% |
| 1Y | -17.3% | +25.3% | -42.7% | -21.2% |
| 3Y | +109.9% | +9.1% | +100.8% | +98.7% |
| 5Y | +65.4% | -34.9% | +100.2% | +77.0% |
| 10Y | +391.8% | +108.2% | +283.7% | +308.7% |
| All | +1,527.5% | +237.0% | +1,290.5% | +950.7% |
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 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