+1,593.8%
META vs DGX
+506.0%
+1,087.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +3.3% | +4.6% | -1.3% | +2.1% |
| 30D | -10.8% | +11.9% | -22.6% | -13.3% |
| 3M | +7.9% | +9.2% | -1.3% | +5.3% |
| 6M | +5.4% | +39.0% | -33.6% | -3.9% |
| YTD | -2.6% | +51.4% | -54.0% | -13.8% |
| 1Y | +1.9% | +42.6% | -40.7% | -8.3% |
| 3Y | +97.0% | +105.9% | -9.0% | +55.6% |
| 5Y | +97.6% | +96.6% | +1.0% | +56.4% |
| 10Y | +436.0% | +286.0% | +150.1% | +232.9% |
| All | +1,593.8% | +506.0% | +1,087.8% | +877.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling