+405.1%
META vs DGX
+249.5%
+155.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | +5.5% | -3.5% | +9.0% | +6.5% |
| 30D | +7.6% | -2.7% | +10.2% | +8.3% |
| 3M | +13.0% | +13.9% | -0.9% | +8.7% |
| 6M | -1.3% | +16.0% | -17.3% | -5.7% |
| YTD | -2.2% | +34.9% | -37.1% | -11.0% |
| 1Y | -14.0% | +30.6% | -44.6% | -21.2% |
| 3Y | +118.2% | +93.0% | +25.2% | +72.1% |
| 5Y | +71.7% | +64.4% | +7.2% | +41.4% |
| All | +405.1% | +249.5% | +155.6% | +216.7% |
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