+1,527.5%
META vs DVA
+350.6%
+1,176.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +6.7% | +1.8% | +4.9% | +6.3% |
| 30D | +4.8% | -2.5% | +7.2% | +5.2% |
| 3M | -1.6% | -4.3% | +2.6% | -1.4% |
| 6M | -7.5% | +18.9% | -26.3% | -12.0% |
| YTD | -6.4% | +61.9% | -68.3% | -17.7% |
| 1Y | -17.3% | +35.7% | -53.1% | -24.3% |
| 3Y | +109.9% | +78.6% | +31.3% | +74.0% |
| 5Y | +65.4% | +39.2% | +26.2% | +41.8% |
| 10Y | +391.8% | +184.0% | +207.8% | +238.8% |
| All | +1,527.5% | +350.6% | +1,176.9% | +946.6% |
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