+236.1%
META vs DT
+75.7%
+160.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +5.2% | +3.1% | +2.0% | +4.0% |
| 30D | -13.0% | -29.5% | +16.5% | -2.2% |
| 3M | +7.9% | -11.7% | +19.7% | +11.6% |
| 6M | +4.2% | +29.0% | -24.8% | -7.5% |
| YTD | -2.5% | +3.4% | -5.9% | -7.8% |
| 1Y | +5.6% | -4.2% | +9.8% | +2.8% |
| 3Y | +96.8% | -12.8% | +109.6% | +94.9% |
| 5Y | +90.0% | -39.6% | +129.6% | +101.1% |
| All | +236.1% | +75.7% | +160.5% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling