-14.0%
META vs DGX
+29.3%
-43.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.7% |
| 7D | +5.5% | -3.5% | +9.0% | +4.9% |
| 30D | +7.6% | -2.7% | +10.2% | +7.1% |
| 3M | +13.0% | +13.9% | -0.9% | +15.5% |
| 6M | -1.3% | +16.0% | -17.3% | +1.4% |
| YTD | -2.2% | +34.9% | -37.1% | +2.6% |
| 1Y | -14.0% | +30.6% | -44.6% | -9.4% |
| All | -14.0% | +29.3% | -43.3% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling