+79.1%
META vs COO
-39.4%
+118.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.5% | -3.4% |
| 7D | -3.1% | +5.3% | -8.4% | -5.1% |
| 30D | -18.1% | +12.5% | -30.7% | -22.1% |
| 3M | +2.9% | -15.1% | +18.0% | +9.0% |
| 6M | +0.2% | +3.7% | -3.5% | -3.9% |
| YTD | -8.1% | -22.5% | +14.4% | +1.0% |
| 1Y | -4.5% | -7.8% | +3.3% | -3.9% |
| 3Y | +94.2% | -24.1% | +118.3% | +97.2% |
| 5Y | +79.1% | -40.1% | +119.2% | +106.4% |
| All | +79.1% | -39.4% | +118.5% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling