+93.1%
META vs DLR
+36.4%
+56.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.7% | +3.5% |
| 7D | +5.7% | +2.4% | +3.4% | +4.6% |
| 30D | -10.8% | +0.7% | -11.5% | -11.1% |
| 3M | +8.4% | -6.4% | +14.8% | +11.4% |
| 6M | +5.4% | -6.5% | +11.9% | +7.5% |
| YTD | -2.6% | +18.8% | -21.4% | -12.2% |
| 1Y | +3.5% | +9.0% | -5.5% | -2.8% |
| 3Y | +102.0% | +54.5% | +47.5% | +51.3% |
| 5Y | +93.1% | +35.8% | +57.2% | +53.6% |
| All | +93.1% | +36.4% | +56.7% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling