+1,593.7%
META vs DGX
+508.9%
+1,084.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.7% |
| 7D | +5.7% | +3.5% | +2.2% | +4.8% |
| 30D | -10.8% | +12.4% | -23.2% | -13.4% |
| 3M | +8.4% | +9.3% | -0.9% | +5.8% |
| 6M | +5.4% | +39.7% | -34.3% | -4.0% |
| YTD | -2.6% | +52.2% | -54.7% | -13.9% |
| 1Y | +3.5% | +47.1% | -43.6% | -7.7% |
| 3Y | +102.0% | +108.8% | -6.8% | +59.0% |
| 5Y | +93.1% | +101.4% | -8.3% | +51.6% |
| 10Y | +425.7% | +293.1% | +132.6% | +225.0% |
| All | +1,593.7% | +508.9% | +1,084.8% | +875.9% |
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 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