+5.6%
META vs DT
-2.7%
+8.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +5.2% | +3.1% | +2.0% | +4.9% |
| 30D | -13.0% | -29.5% | +16.5% | -10.6% |
| 3M | +7.9% | -11.7% | +19.7% | +9.3% |
| 6M | +4.2% | +29.0% | -24.8% | +4.3% |
| YTD | -2.5% | +3.4% | -5.9% | -2.7% |
| 1Y | +5.6% | -4.2% | +9.8% | +7.0% |
| All | +5.6% | -2.7% | +8.3% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling