+1,527.5%
META vs DTE
+371.8%
+1,155.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +6.7% | +0.2% | +6.5% | +6.7% |
| 30D | +4.8% | -2.6% | +7.3% | +5.5% |
| 3M | -1.6% | -3.9% | +2.3% | -0.8% |
| 6M | -7.5% | -7.9% | +0.4% | -5.8% |
| YTD | -6.4% | +7.2% | -13.6% | -9.0% |
| 1Y | -17.3% | +3.1% | -20.4% | -18.8% |
| 3Y | +109.9% | +47.6% | +62.3% | +81.5% |
| 5Y | +65.4% | +32.7% | +32.6% | +46.8% |
| 10Y | +391.8% | +138.8% | +253.1% | +245.5% |
| All | +1,527.5% | +371.8% | +1,155.7% | +771.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling