+1.9%
META vs ON
+40.9%
-39.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.2% | -4.0% | +4.3% |
| 7D | +5.7% | -1.4% | +7.1% | +5.7% |
| 30D | -10.8% | -10.9% | +0.1% | -10.1% |
| 3M | +8.4% | -14.9% | +23.3% | +9.4% |
| 6M | +5.4% | -33.0% | +38.4% | +7.8% |
| YTD | -2.6% | +27.6% | -30.2% | -7.3% |
| All | +1.9% | +40.9% | -39.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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