+379.6%
META vs DLR
+164.2%
+215.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | +1.6% | +5.1% | +6.0% |
| 30D | +4.8% | -3.4% | +8.1% | +6.1% |
| 3M | -1.6% | +0.5% | -2.1% | -2.8% |
| 6M | -7.5% | +4.6% | -12.0% | -10.3% |
| YTD | -6.4% | +23.4% | -29.8% | -15.8% |
| 1Y | -17.3% | +19.0% | -36.4% | -24.9% |
| 3Y | +109.9% | +56.5% | +53.4% | +64.9% |
| 5Y | +65.4% | +33.3% | +32.0% | +35.5% |
| All | +379.6% | +164.2% | +215.4% | +207.3% |
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