+219.6%
META vs DT
+70.4%
+149.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -0.8% | -24.7% | +23.9% | +9.0% |
| 30D | -15.4% | -27.4% | +12.0% | -6.0% |
| 3M | +3.5% | -11.1% | +14.6% | +6.7% |
| 6M | -0.3% | +13.7% | -14.0% | -7.7% |
| YTD | -7.3% | +0.2% | -7.6% | -11.4% |
| 1Y | -1.1% | -5.7% | +4.6% | -3.3% |
| 3Y | +95.1% | -8.1% | +103.2% | +89.0% |
| 5Y | +80.6% | -43.1% | +123.6% | +94.9% |
| All | +219.6% | +70.4% | +149.3% | +122.5% |
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