+62.8%
META vs DIA
+64.7%
-1.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.8% |
| 7D | +6.7% | -0.2% | +6.9% | +7.0% |
| 30D | +4.8% | -1.5% | +6.3% | +7.1% |
| 3M | -1.6% | +3.8% | -5.4% | -6.7% |
| 6M | -7.5% | +10.3% | -17.7% | -19.8% |
| YTD | -6.4% | +12.1% | -18.5% | -21.0% |
| 1Y | -17.3% | +18.6% | -36.0% | -36.0% |
| 3Y | +109.9% | +60.6% | +49.3% | +0.2% |
| All | +62.8% | +64.7% | -1.9% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling