+447.1%
META vs DGX
+279.7%
+167.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +3.1% | +1.9% | +1.1% | +2.6% |
| 30D | -18.2% | +12.7% | -30.9% | -20.8% |
| 3M | +7.8% | +9.6% | -1.8% | +5.0% |
| 6M | +3.6% | +37.6% | -34.0% | -5.5% |
| YTD | -5.3% | +52.1% | -57.4% | -16.7% |
| 1Y | +2.7% | +41.3% | -38.6% | -7.7% |
| 3Y | +91.5% | +106.9% | -15.4% | +48.6% |
| 5Y | +84.7% | +90.7% | -6.0% | +45.2% |
| All | +447.1% | +279.7% | +167.4% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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