+5.5%
META vs DRAM
+37.1%
-31.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -18.0% | +14.0% | -3.5% |
| 7D | -3.1% | -28.5% | +25.4% | -2.5% |
| 30D | -18.1% | -37.8% | +19.7% | -17.7% |
| 3M | +2.9% | -31.1% | +34.0% | +3.7% |
| 6M | +0.2% | -20.0% | +20.2% | -3.5% |
| All | +5.5% | +37.1% | -31.6% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 1y: compounded portfolio wealth divided by compounded DRAM 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…
1y analysis · Full analysis span regression · 6 months rolling