+95.1%
META vs DOW
-24.9%
+120.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.0% |
| 7D | -0.8% | -9.5% | +8.7% | 0.0% |
| 30D | -15.4% | +13.1% | -28.5% | -16.4% |
| 3M | +3.5% | +4.8% | -1.3% | +2.9% |
| 6M | -0.3% | -16.7% | +16.4% | +1.7% |
| YTD | -7.3% | +38.9% | -46.2% | -16.2% |
| 1Y | -1.1% | +48.3% | -49.4% | -12.3% |
| 3Y | +95.1% | -24.4% | +119.4% | +90.8% |
| All | +95.1% | -24.9% | +120.0% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling