-17.3%
META vs DRI
+6.9%
-24.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +6.7% | +0.6% | +6.1% | +6.6% |
| 30D | +4.8% | +3.8% | +0.9% | +4.4% |
| 3M | -1.6% | +13.0% | -14.6% | -2.8% |
| 6M | -7.5% | +8.3% | -15.8% | -8.3% |
| YTD | -6.4% | +20.6% | -27.0% | -9.3% |
| 1Y | -17.3% | +6.5% | -23.8% | -20.9% |
| All | -17.3% | +6.9% | -24.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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