+444.1%
META vs DVA
+199.8%
+244.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.6% |
| 7D | +3.3% | -1.6% | +4.9% | +3.5% |
| 30D | -10.8% | 0.0% | -10.8% | -11.0% |
| 3M | +7.9% | -2.4% | +10.3% | +7.9% |
| 6M | +5.4% | -9.8% | +15.1% | +6.3% |
| YTD | -2.6% | +57.8% | -60.4% | -13.8% |
| 1Y | +1.9% | +49.2% | -47.3% | -8.8% |
| 3Y | +97.0% | +116.0% | -19.1% | +57.1% |
| 5Y | +97.6% | +68.5% | +29.1% | +62.2% |
| All | +444.1% | +199.8% | +244.3% | +280.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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