+102.0%
META vs DGX
+106.2%
-4.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +5.2% |
| 7D | +5.7% | +3.5% | +2.2% | +5.9% |
| 30D | -10.8% | +12.4% | -23.2% | -10.1% |
| 3M | +8.4% | +9.3% | -0.9% | +9.0% |
| 6M | +5.4% | +39.7% | -34.3% | +7.2% |
| YTD | -2.6% | +52.2% | -54.7% | -0.7% |
| 1Y | +3.5% | +47.1% | -43.6% | +5.6% |
| 3Y | +102.0% | +108.8% | -6.8% | +109.9% |
| All | +102.0% | +106.2% | -4.2% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling