-17.3%
META vs OMC
+9.8%
-27.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.3% |
| 7D | +6.7% | -6.4% | +13.1% | +7.5% |
| 30D | +4.8% | +1.1% | +3.6% | +4.6% |
| 3M | -1.6% | +10.4% | -12.0% | -2.6% |
| 6M | -7.5% | -1.7% | -5.8% | -7.7% |
| YTD | -6.4% | +4.4% | -10.8% | -6.9% |
| 1Y | -17.3% | +8.4% | -25.8% | -18.1% |
| All | -17.3% | +9.8% | -27.1% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling