+81.9%
META vs DRI
+74.0%
+7.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.3% |
| 7D | -0.8% | +2.8% | -3.6% | -2.0% |
| 30D | -15.4% | +13.3% | -28.7% | -19.8% |
| 3M | +3.5% | +8.2% | -4.7% | -0.5% |
| 6M | -0.3% | +17.5% | -17.8% | -8.1% |
| YTD | -7.3% | +26.9% | -34.2% | -18.6% |
| 1Y | -1.1% | +31.6% | -32.7% | -14.9% |
| 3Y | +95.1% | +67.0% | +28.1% | +39.3% |
| All | +81.9% | +74.0% | +7.9% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling