+6.4%
META vs DRAM
+45.5%
-39.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.3% | +0.7% |
| 7D | -0.8% | -18.2% | +17.4% | -0.4% |
| 30D | -15.4% | -34.5% | +19.1% | -15.1% |
| 3M | +3.5% | -23.6% | +27.1% | +4.2% |
| 6M | -0.3% | -19.3% | +19.0% | -2.8% |
| All | +6.4% | +45.5% | -39.1% | -14.6% |
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