+0.8%
META vs DIA
+15.0%
-14.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | -1.3% |
| 7D | +2.9% | +1.6% | +1.3% | +1.4% |
| 30D | -15.1% | +4.1% | -19.2% | -18.2% |
| 3M | +7.2% | -1.0% | +8.3% | +8.4% |
| 6M | +3.4% | +9.7% | -6.3% | -5.9% |
| YTD | -4.3% | +12.2% | -16.5% | -16.5% |
| 1Y | +0.8% | +14.9% | -14.1% | -13.6% |
| All | +0.8% | +15.0% | -14.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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