+93.4%
META vs DT
-8.7%
+102.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.6% | +2.6% | -2.3% |
| 7D | -3.1% | -28.3% | +25.2% | +4.9% |
| 30D | -18.1% | -28.4% | +10.3% | -11.3% |
| 3M | +2.9% | -14.1% | +16.9% | +6.0% |
| 6M | +0.2% | +13.2% | -13.0% | -5.3% |
| YTD | -8.1% | +0.8% | -8.9% | -10.1% |
| 1Y | -4.5% | -7.8% | +3.3% | -3.3% |
| All | +93.4% | -8.7% | +102.1% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling