+89.4%
META vs DOC
-22.8%
+112.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.5% |
| 7D | +2.9% | +8.7% | -5.9% | +0.1% |
| 30D | -15.1% | +7.6% | -22.7% | -17.2% |
| 3M | +7.2% | -5.3% | +12.5% | +8.9% |
| 6M | +3.4% | +27.6% | -24.2% | -5.8% |
| YTD | -4.3% | +32.4% | -36.7% | -14.5% |
| 1Y | +0.8% | +22.9% | -22.1% | -7.4% |
| 3Y | +102.2% | +43.1% | +59.1% | +63.9% |
| 5Y | +89.4% | -21.4% | +110.8% | +146.8% |
| All | +89.4% | -22.8% | +112.2% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling