+93.1%
META vs DT
-42.7%
+135.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.6% |
| 7D | +5.7% | -20.2% | +26.0% | +14.7% |
| 30D | -10.8% | -30.8% | +20.0% | +2.4% |
| 3M | +8.4% | -10.2% | +18.6% | +11.5% |
| 6M | +5.4% | +8.0% | -2.6% | -1.5% |
| YTD | -2.6% | +1.5% | -4.0% | -7.9% |
| 1Y | +3.5% | -6.9% | +10.4% | +1.8% |
| 3Y | +102.0% | -10.9% | +112.9% | +97.3% |
| 5Y | +93.1% | -42.2% | +135.2% | +105.0% |
| All | +93.1% | -42.7% | +135.8% | +105.0% |
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 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