+1,511.3%
META vs DVA
+368.6%
+1,142.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | -0.8% | +2.1% | -2.8% | -1.2% |
| 30D | -15.4% | +8.2% | -23.7% | -16.9% |
| 3M | +3.5% | +5.9% | -2.4% | +2.0% |
| 6M | -0.3% | -1.3% | +1.0% | -1.1% |
| YTD | -7.3% | +68.4% | -75.8% | -19.4% |
| 1Y | -1.1% | +57.5% | -58.5% | -12.7% |
| 3Y | +95.1% | +142.3% | -47.2% | +50.6% |
| 5Y | +80.6% | +75.0% | +5.6% | +46.5% |
| 10Y | +410.1% | +226.4% | +183.8% | +238.1% |
| All | +1,511.3% | +368.6% | +1,142.7% | +924.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling