+107.3%
META vs O
+28.8%
+78.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +0.9% |
| 7D | +6.7% | -0.7% | +7.4% | +6.6% |
| 30D | +4.8% | -1.9% | +6.6% | +4.5% |
| 3M | -1.6% | +3.8% | -5.5% | -1.0% |
| 6M | -7.5% | -4.7% | -2.7% | -7.9% |
| YTD | -6.4% | +12.5% | -18.9% | -4.8% |
| 1Y | -17.3% | +10.8% | -28.2% | -16.0% |
| All | +107.3% | +28.8% | +78.4% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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