+436.0%
META vs COO
+38.3%
+397.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +3.3% | +4.5% | -1.2% | +1.4% |
| 30D | -10.8% | +16.9% | -27.7% | -16.7% |
| 3M | +7.9% | -16.7% | +24.6% | +15.2% |
| 6M | +5.4% | +5.9% | -0.6% | 0.0% |
| YTD | -2.6% | -22.4% | +19.9% | +6.5% |
| 1Y | +1.9% | -10.1% | +12.0% | +3.6% |
| 3Y | +97.0% | -22.8% | +119.7% | +102.8% |
| 5Y | +97.6% | -41.4% | +139.0% | +131.5% |
| 10Y | +436.0% | +41.3% | +394.8% | +320.4% |
| All | +436.0% | +38.3% | +397.7% | +320.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling