+101.4%
META vs DOC
+43.5%
+57.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.1% |
| 7D | +2.9% | +8.7% | -5.9% | +2.0% |
| 30D | -15.1% | +7.6% | -22.7% | -15.8% |
| 3M | +7.2% | -5.3% | +12.5% | +7.9% |
| 6M | +3.4% | +27.6% | -24.2% | +0.5% |
| YTD | -4.3% | +32.4% | -36.7% | -7.5% |
| 1Y | +0.8% | +22.9% | -22.1% | -1.6% |
| All | +101.4% | +43.5% | +57.9% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling