+462.9%
META vs DIA
+235.1%
+227.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +5.2% | +2.1% | +3.0% | +2.9% |
| 30D | -13.0% | +1.5% | -14.5% | -14.4% |
| 3M | +7.9% | -2.4% | +10.4% | +10.7% |
| 6M | +4.2% | +6.0% | -1.7% | -2.3% |
| YTD | -2.5% | +10.1% | -12.6% | -12.4% |
| 1Y | +5.6% | +11.8% | -6.2% | -6.7% |
| 3Y | +96.8% | +59.7% | +37.1% | +19.3% |
| 5Y | +90.0% | +57.9% | +32.2% | +19.6% |
| All | +462.9% | +235.1% | +227.9% | +71.9% |
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