+462.9%
META vs ROK
+264.0%
+199.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +5.2% | +7.1% | -1.9% | +2.2% |
| 30D | -13.0% | -5.0% | -8.0% | -11.5% |
| 3M | +7.9% | -9.4% | +17.3% | +12.0% |
| 6M | +4.2% | -11.0% | +15.2% | +8.1% |
| YTD | -2.5% | +4.4% | -7.0% | -6.6% |
| 1Y | +5.6% | +7.4% | -1.8% | -0.2% |
| 3Y | +96.8% | +61.0% | +35.8% | +48.6% |
| 5Y | +90.0% | +30.4% | +59.7% | +53.7% |
| All | +462.9% | +264.0% | +199.0% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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