+91.3%
META vs DVA
+105.4%
-14.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | -0.6% |
| 7D | +3.1% | -10.7% | +13.7% | +3.6% |
| 30D | -18.2% | -4.4% | -13.8% | -18.1% |
| 3M | +7.8% | -4.1% | +11.9% | +7.9% |
| 6M | +3.6% | -13.2% | +16.8% | +4.0% |
| YTD | -5.3% | +53.2% | -58.5% | -9.6% |
| 1Y | +2.7% | +40.8% | -38.1% | -0.9% |
| All | +91.3% | +105.4% | -14.1% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling