+400.1%
META vs DOC
+14.9%
+385.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -3.1% | +6.2% | -9.3% | -4.9% |
| 30D | -18.1% | +6.5% | -24.6% | -19.8% |
| 3M | +2.9% | -6.2% | +9.1% | +4.7% |
| 6M | +0.2% | +25.6% | -25.4% | -7.6% |
| YTD | -8.1% | +32.1% | -40.2% | -17.0% |
| 1Y | -4.5% | +20.3% | -24.8% | -11.1% |
| 3Y | +94.2% | +42.7% | +51.4% | +66.0% |
| 5Y | +79.1% | -22.2% | +101.2% | +89.5% |
| All | +400.1% | +14.9% | +385.2% | +368.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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