+62.8%
META vs O
+13.2%
+49.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +6.7% | -0.7% | +7.4% | +6.9% |
| 30D | +4.8% | -1.9% | +6.6% | +5.2% |
| 3M | -1.6% | +3.8% | -5.5% | -2.7% |
| 6M | -7.5% | -4.7% | -2.7% | -6.5% |
| YTD | -6.4% | +12.5% | -18.9% | -9.7% |
| 1Y | -17.3% | +10.8% | -28.2% | -20.0% |
| 3Y | +109.9% | +28.8% | +81.2% | +89.3% |
| All | +62.8% | +13.2% | +49.6% | +55.6% |
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