+81.9%
META vs O
+10.1%
+71.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.8% | +3.7% | -4.5% | -1.6% |
| 30D | -15.4% | +11.2% | -26.6% | -17.5% |
| 3M | +3.5% | -4.0% | +7.5% | +4.5% |
| 6M | -0.3% | -5.2% | +5.0% | +0.8% |
| YTD | -7.3% | +9.5% | -16.8% | -10.3% |
| 1Y | -1.1% | +10.6% | -11.7% | -4.6% |
| 3Y | +95.1% | +38.1% | +56.9% | +64.1% |
| All | +81.9% | +10.1% | +71.8% | +77.1% |
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