+1,497.9%
META vs DRI
+681.4%
+816.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -3.7% |
| 7D | -3.1% | +3.7% | -6.8% | -4.1% |
| 30D | -18.1% | +13.5% | -31.6% | -21.0% |
| 3M | +2.9% | +10.4% | -7.5% | -0.3% |
| 6M | +0.2% | +19.5% | -19.3% | -5.3% |
| YTD | -8.1% | +28.2% | -36.3% | -15.3% |
| 1Y | -4.5% | +31.0% | -35.5% | -12.7% |
| 3Y | +94.2% | +67.1% | +27.1% | +63.1% |
| 5Y | +79.1% | +74.7% | +4.4% | +47.6% |
| 10Y | +405.9% | +376.2% | +29.7% | +201.5% |
| All | +1,497.9% | +681.4% | +816.5% | +766.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling