+107.3%
META vs DT
+9.0%
+98.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | +6.7% | -3.3% | +10.0% | +7.6% |
| 30D | +4.8% | +2.0% | +2.7% | +3.9% |
| 3M | -1.6% | +20.0% | -21.6% | -7.0% |
| 6M | -7.5% | +39.3% | -46.8% | -17.8% |
| YTD | -6.4% | +19.8% | -26.1% | -12.2% |
| 1Y | -17.3% | +4.3% | -21.6% | -18.1% |
| All | +107.3% | +9.0% | +98.3% | +105.6% |
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