+1,563.7%
META vs DOC
+16.9%
+1,546.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.6% |
| 7D | +2.9% | +8.7% | -5.9% | +0.5% |
| 30D | -15.1% | +7.6% | -22.7% | -17.0% |
| 3M | +7.2% | -5.3% | +12.5% | +8.7% |
| 6M | +3.4% | +27.6% | -24.2% | -4.5% |
| YTD | -4.3% | +32.4% | -36.7% | -12.9% |
| 1Y | +0.8% | +22.9% | -22.1% | -6.2% |
| 3Y | +102.2% | +43.1% | +59.1% | +75.6% |
| 5Y | +89.4% | -21.4% | +110.8% | +97.9% |
| 10Y | +426.7% | +16.8% | +409.9% | +384.4% |
| All | +1,563.7% | +16.9% | +1,546.8% | +1,277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling