+62.8%
META vs DOW
-37.6%
+100.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.7% |
| 7D | +6.7% | -2.4% | +9.1% | +7.2% |
| 30D | +4.8% | +0.4% | +4.4% | +4.4% |
| 3M | -1.6% | -14.4% | +12.8% | +1.7% |
| 6M | -7.5% | -7.0% | -0.5% | -8.8% |
| YTD | -6.4% | +30.2% | -36.6% | -19.0% |
| 1Y | -17.3% | +29.2% | -46.6% | -28.9% |
| 3Y | +109.9% | -36.7% | +146.6% | +138.5% |
| All | +62.8% | -37.6% | +100.4% | +81.4% |
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