+1,497.9%
META vs ON
+807.9%
+690.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -11.6% | +7.6% | -0.7% |
| 7D | -3.1% | -16.3% | +13.1% | +1.7% |
| 30D | -18.1% | -27.0% | +8.9% | -10.9% |
| 3M | +2.9% | -18.1% | +20.9% | +7.5% |
| 6M | +0.2% | -38.6% | +38.8% | +9.7% |
| YTD | -8.1% | +16.4% | -24.5% | -18.4% |
| 1Y | -4.5% | +25.8% | -30.4% | -17.6% |
| 3Y | +94.2% | -7.7% | +101.9% | +70.4% |
| 5Y | +79.1% | +6.6% | +72.5% | +46.1% |
| 10Y | +405.9% | +444.6% | -38.7% | +145.4% |
| All | +1,497.9% | +807.9% | +690.0% | +583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling