+217.0%
META vs DT
+71.4%
+145.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.6% | +2.6% | -1.6% |
| 7D | -3.1% | -28.3% | +25.2% | +8.3% |
| 30D | -18.1% | -28.4% | +10.3% | -8.5% |
| 3M | +2.9% | -14.1% | +16.9% | +7.3% |
| 6M | +0.2% | +13.2% | -13.0% | -7.1% |
| YTD | -8.1% | +0.8% | -8.9% | -12.3% |
| 1Y | -4.5% | -7.8% | +3.3% | -5.8% |
| 3Y | +94.2% | -8.3% | +102.5% | +88.3% |
| 5Y | +79.1% | -42.7% | +121.8% | +92.9% |
| All | +217.0% | +71.4% | +145.6% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling