+425.7%
META vs DIA
+248.4%
+177.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +2.8% |
| 7D | +5.7% | +0.8% | +4.9% | +4.8% |
| 30D | -10.8% | +1.4% | -12.2% | -12.2% |
| 3M | +8.4% | -2.7% | +11.1% | +11.6% |
| 6M | +5.4% | +6.2% | -0.8% | -1.5% |
| YTD | -2.6% | +10.1% | -12.7% | -12.4% |
| 1Y | +3.5% | +13.0% | -9.5% | -9.6% |
| 3Y | +102.0% | +61.9% | +40.1% | +20.9% |
| 5Y | +93.1% | +57.1% | +36.0% | +22.2% |
| 10Y | +425.7% | +240.9% | +184.8% | +73.4% |
| All | +425.7% | +248.4% | +177.2% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling