+1,563.7%
META vs DLR
+367.0%
+1,196.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +0.4% |
| 7D | +2.9% | +2.8% | 0.0% | +1.8% |
| 30D | -15.1% | +2.8% | -17.9% | -16.0% |
| 3M | +7.2% | -4.0% | +11.2% | +8.7% |
| 6M | +3.4% | -5.6% | +9.0% | +4.7% |
| YTD | -4.3% | +21.9% | -26.3% | -12.7% |
| 1Y | +0.8% | +13.0% | -12.2% | -5.4% |
| 3Y | +102.2% | +52.2% | +49.9% | +65.2% |
| 5Y | +89.4% | +40.3% | +49.1% | +56.3% |
| 10Y | +426.7% | +186.1% | +240.7% | +242.5% |
| All | +1,563.7% | +367.0% | +1,196.7% | +757.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling