-1.1%
META vs DRI
+30.3%
-31.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.9% |
| 7D | -0.8% | +2.8% | -3.6% | -0.9% |
| 30D | -15.4% | +13.3% | -28.7% | -16.0% |
| 3M | +3.5% | +8.2% | -4.7% | +2.8% |
| 6M | -0.3% | +17.5% | -17.8% | -1.4% |
| YTD | -7.3% | +26.9% | -34.2% | -9.4% |
| 1Y | -1.1% | +31.6% | -32.7% | -3.5% |
| All | -1.1% | +30.3% | -31.4% | -3.5% |
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