+272.3%
META vs DOW
-10.2%
+282.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.3% |
| 7D | -0.8% | -9.5% | +8.7% | +1.6% |
| 30D | -15.4% | +13.1% | -28.5% | -18.3% |
| 3M | +3.5% | +4.8% | -1.3% | +1.6% |
| 6M | -0.3% | -16.7% | +16.4% | +3.5% |
| YTD | -7.3% | +38.9% | -46.2% | -19.8% |
| 1Y | -1.1% | +48.3% | -49.4% | -16.5% |
| 3Y | +95.1% | -24.4% | +119.4% | +98.2% |
| 5Y | +80.6% | -29.2% | +109.8% | +87.5% |
| All | +272.3% | -10.2% | +282.5% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling