+291.4%
META vs DOW
-11.5%
+302.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.5% |
| 7D | +5.7% | -9.4% | +15.1% | +8.2% |
| 30D | -10.8% | +8.9% | -19.7% | -13.0% |
| 3M | +8.4% | +6.7% | +1.7% | +5.9% |
| 6M | +5.4% | -14.2% | +19.6% | +8.4% |
| YTD | -2.6% | +36.9% | -39.5% | -15.4% |
| 1Y | +3.5% | +45.8% | -42.2% | -12.3% |
| 3Y | +102.0% | -23.9% | +125.9% | +104.5% |
| 5Y | +93.1% | -30.8% | +123.8% | +101.6% |
| All | +291.4% | -11.5% | +302.8% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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