+236.0%
META vs DT
+70.5%
+165.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +3.3% | -7.5% | +10.8% | +6.2% |
| 30D | -10.8% | -31.5% | +20.8% | +1.4% |
| 3M | +7.9% | -14.0% | +21.9% | +12.6% |
| 6M | +5.4% | +6.9% | -1.5% | -0.1% |
| YTD | -2.6% | +0.3% | -2.9% | -6.8% |
| 1Y | +1.9% | -6.9% | +8.8% | +0.2% |
| 3Y | +97.0% | -13.9% | +110.9% | +95.8% |
| 5Y | +97.6% | -39.9% | +137.6% | +109.9% |
| All | +236.0% | +70.5% | +165.4% | +133.8% |
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