+375.1%
META vs DTE
+138.6%
+236.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +6.0% | +0.9% | +5.2% | +5.8% |
| 30D | +3.6% | -1.9% | +5.5% | +4.1% |
| 3M | +4.9% | -3.3% | +8.2% | +5.6% |
| 6M | -4.7% | -7.1% | +2.4% | -3.2% |
| YTD | -6.9% | +8.1% | -15.0% | -9.6% |
| 1Y | -18.2% | +5.3% | -23.4% | -20.0% |
| 3Y | +107.8% | +48.2% | +59.6% | +79.5% |
| 5Y | +63.9% | +33.2% | +30.7% | +45.5% |
| 10Y | +375.1% | +137.5% | +237.6% | +239.1% |
| All | +375.1% | +138.6% | +236.5% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling