+1,527.5%
META vs O
+225.3%
+1,302.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | -1.6% | +3.8% | -5.5% | -2.9% |
| 6M | -7.5% | -4.7% | -2.7% | -6.4% |
| YTD | -6.4% | +12.5% | -18.9% | -10.1% |
| 1Y | -17.3% | +10.8% | -28.2% | -20.4% |
| 3Y | +109.9% | +28.8% | +81.2% | +89.2% |
| 5Y | +65.4% | +13.2% | +52.2% | +55.7% |
| 10Y | +391.8% | +53.5% | +338.4% | +307.9% |
| All | +1,527.5% | +225.3% | +1,302.2% | +911.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling