+84.7%
META vs DOW
-27.1%
+111.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | +3.1% | +3.7% | -0.6% | +2.2% |
| 30D | -18.2% | +16.3% | -34.5% | -21.2% |
| 3M | +7.8% | +9.7% | -1.9% | +5.0% |
| 6M | +3.6% | -14.1% | +17.7% | +7.0% |
| YTD | -5.3% | +46.6% | -51.9% | -20.6% |
| 1Y | +2.7% | +56.8% | -54.1% | -16.5% |
| 3Y | +91.5% | -20.4% | +111.9% | +98.1% |
| 5Y | +84.7% | -27.4% | +112.1% | +104.3% |
| All | +84.7% | -27.1% | +111.8% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling