+84.7%
META vs O
+9.8%
+74.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.1% | -0.4% | +3.5% | +3.2% |
| 30D | -18.2% | +8.3% | -26.5% | -19.7% |
| 3M | +7.8% | -4.0% | +11.8% | +8.8% |
| 6M | +3.6% | -2.6% | +6.2% | +4.1% |
| YTD | -5.3% | +9.9% | -15.2% | -8.4% |
| 1Y | +2.7% | +9.8% | -7.1% | -0.6% |
| 3Y | +91.5% | +39.7% | +51.8% | +60.2% |
| 5Y | +84.7% | +9.2% | +75.5% | +82.9% |
| All | +84.7% | +9.8% | +74.9% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling