+79.1%
META vs DRI
+77.7%
+1.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -3.6% |
| 7D | -3.1% | +3.7% | -6.8% | -4.6% |
| 30D | -18.1% | +13.5% | -31.6% | -22.4% |
| 3M | +2.9% | +10.4% | -7.5% | -1.9% |
| 6M | +0.2% | +19.5% | -19.3% | -8.3% |
| YTD | -8.1% | +28.2% | -36.3% | -19.6% |
| 1Y | -4.5% | +31.0% | -35.5% | -17.6% |
| 3Y | +94.2% | +67.1% | +27.1% | +39.1% |
| 5Y | +79.1% | +74.7% | +4.4% | +13.9% |
| All | +79.1% | +77.7% | +1.4% | +13.9% |
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 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