+81.9%
META vs DT
-43.6%
+125.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -0.8% | -24.7% | +23.9% | +10.1% |
| 30D | -15.4% | -27.4% | +12.0% | -4.9% |
| 3M | +3.5% | -11.1% | +14.6% | +6.9% |
| 6M | -0.3% | +13.7% | -14.0% | -9.0% |
| YTD | -7.3% | +0.2% | -7.6% | -12.0% |
| 1Y | -1.1% | -5.7% | +4.6% | -3.5% |
| 3Y | +95.1% | -8.1% | +103.2% | +87.1% |
| All | +81.9% | -43.6% | +125.5% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling