+404.3%
META vs DIA
+242.5%
+161.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | -0.8% | -0.9% | +0.2% | +0.2% |
| 30D | -15.4% | +0.3% | -15.7% | -15.8% |
| 3M | +3.5% | -4.5% | +8.0% | +8.6% |
| 6M | -0.3% | +3.4% | -3.6% | -4.1% |
| YTD | -7.3% | +7.8% | -15.1% | -14.8% |
| 1Y | -1.1% | +10.7% | -11.8% | -11.8% |
| 3Y | +95.1% | +57.5% | +37.5% | +20.1% |
| 5Y | +80.6% | +53.7% | +26.8% | +16.9% |
| All | +404.3% | +242.5% | +161.8% | +77.4% |
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