+64.8%
META vs DGX
+68.0%
-3.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +6.7% | -2.3% | +9.0% | +7.0% |
| 30D | +4.8% | +0.6% | +4.2% | +4.7% |
| 3M | -1.6% | +21.4% | -23.0% | -4.2% |
| 6M | -7.5% | +14.7% | -22.2% | -9.2% |
| YTD | -6.4% | +38.4% | -44.8% | -11.2% |
| 1Y | -17.3% | +34.0% | -51.3% | -21.2% |
| 3Y | +109.9% | +92.7% | +17.2% | +80.9% |
| All | +64.8% | +68.0% | -3.2% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling