+97.6%
META vs ON
+22.4%
+75.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +3.3% | -4.1% | +7.4% | +4.4% |
| 30D | -10.8% | -10.2% | -0.5% | -8.2% |
| 3M | +7.9% | -12.7% | +20.6% | +11.0% |
| 6M | +5.4% | -32.5% | +37.9% | +12.6% |
| YTD | -2.6% | +28.6% | -31.1% | -18.9% |
| 1Y | +1.9% | +43.4% | -41.5% | -19.0% |
| 3Y | +97.0% | +3.3% | +93.6% | +57.0% |
| 5Y | +97.6% | +22.5% | +75.1% | +34.9% |
| All | +97.6% | +22.4% | +75.2% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling