+95.1%
META vs ON
-7.8%
+102.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | -0.8% | -11.7% | +10.9% | +1.3% |
| 30D | -15.4% | -23.3% | +7.9% | -11.6% |
| 3M | +3.5% | -19.2% | +22.7% | +6.8% |
| 6M | -0.3% | -40.1% | +39.9% | +6.2% |
| YTD | -7.3% | +16.9% | -24.2% | -15.9% |
| 1Y | -1.1% | +29.7% | -30.8% | -12.8% |
| 3Y | +95.1% | -4.4% | +99.5% | +66.6% |
| All | +95.1% | -7.8% | +102.8% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling