+1,527.5%
META vs DRI
+635.1%
+892.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.7% | +0.6% | +6.1% | +6.5% |
| 30D | +4.8% | +3.8% | +0.9% | +3.5% |
| 3M | -1.6% | +13.0% | -14.6% | -5.3% |
| 6M | -7.5% | +8.3% | -15.8% | -10.1% |
| YTD | -6.4% | +20.6% | -27.0% | -12.1% |
| 1Y | -17.3% | +6.5% | -23.8% | -19.7% |
| 3Y | +109.9% | +53.7% | +56.2% | +80.8% |
| 5Y | +65.4% | +72.7% | -7.3% | +37.2% |
| 10Y | +391.8% | +363.2% | +28.7% | +196.1% |
| All | +1,527.5% | +635.1% | +892.4% | +799.9% |
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 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