+107.3%
META vs ON
-25.0%
+132.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +6.7% | +2.4% | +4.3% | +6.3% |
| 30D | +4.8% | -3.3% | +8.0% | +5.2% |
| 3M | -1.6% | -43.6% | +41.9% | +7.3% |
| 6M | -7.5% | +19.0% | -26.4% | -14.3% |
| YTD | -6.4% | +37.4% | -43.8% | -16.4% |
| 1Y | -17.3% | +54.8% | -72.1% | -28.6% |
| All | +107.3% | -25.0% | +132.3% | +97.8% |
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