+462.9%
META vs DTE
+152.1%
+310.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +5.2% | +3.4% | +1.7% | +4.3% |
| 30D | -13.0% | +8.9% | -21.9% | -14.9% |
| 3M | +7.9% | +1.1% | +6.9% | +7.6% |
| 6M | +4.2% | +0.1% | +4.2% | +3.9% |
| YTD | -2.5% | +11.1% | -13.6% | -6.1% |
| 1Y | +5.6% | +4.9% | +0.6% | +3.3% |
| 3Y | +96.8% | +58.6% | +38.2% | +66.8% |
| 5Y | +90.0% | +47.3% | +42.8% | +63.2% |
| All | +462.9% | +152.1% | +310.8% | +307.3% |
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