+1.9%
META vs DTE
+4.3%
-2.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +5.8% |
| 7D | +5.7% | +1.8% | +3.9% | +6.2% |
| 30D | -10.8% | +9.0% | -19.8% | -7.9% |
| 3M | +8.4% | -0.2% | +8.6% | +8.5% |
| 6M | +5.4% | +0.1% | +5.3% | +5.6% |
| YTD | -2.6% | +10.0% | -12.5% | +1.0% |
| All | +1.9% | +4.3% | -2.4% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling