+1,511.3%
META vs DTE
+372.6%
+1,138.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -15.4% | +6.2% | -21.6% | -16.8% |
| 3M | +3.5% | -2.6% | +6.1% | +4.1% |
| 6M | -0.3% | -3.5% | +3.3% | +0.3% |
| YTD | -7.3% | +7.4% | -14.7% | -10.0% |
| 1Y | -1.1% | +4.2% | -5.3% | -3.2% |
| 3Y | +95.1% | +51.7% | +43.3% | +67.3% |
| 5Y | +80.6% | +39.7% | +40.9% | +57.4% |
| 10Y | +410.1% | +137.5% | +272.7% | +258.7% |
| All | +1,511.3% | +372.6% | +1,138.7% | +761.3% |
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 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