+462.9%
META vs DLR
+188.2%
+274.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.7% |
| 7D | +5.2% | +3.3% | +1.8% | +3.7% |
| 30D | -13.0% | +4.6% | -17.6% | -14.7% |
| 3M | +7.9% | -8.3% | +16.2% | +11.8% |
| 6M | +4.2% | -5.6% | +9.9% | +5.6% |
| YTD | -2.5% | +18.7% | -21.3% | -11.1% |
| 1Y | +5.6% | +17.1% | -11.5% | -3.2% |
| 3Y | +96.8% | +54.4% | +42.4% | +55.2% |
| 5Y | +90.0% | +36.5% | +53.6% | +54.4% |
| All | +462.9% | +188.2% | +274.8% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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