+404.3%
META vs DRI
+367.2%
+37.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.1% |
| 7D | -0.8% | +2.8% | -3.6% | -1.6% |
| 30D | -15.4% | +13.3% | -28.7% | -18.4% |
| 3M | +3.5% | +8.2% | -4.7% | +0.9% |
| 6M | -0.3% | +17.5% | -17.8% | -5.4% |
| YTD | -7.3% | +26.9% | -34.2% | -14.4% |
| 1Y | -1.1% | +31.6% | -32.7% | -9.8% |
| 3Y | +95.1% | +67.0% | +28.1% | +63.5% |
| 5Y | +80.6% | +72.9% | +7.7% | +48.6% |
| All | +404.3% | +367.2% | +37.1% | +269.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling