+425.7%
META vs ROK
+277.6%
+148.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +3.6% |
| 7D | +5.7% | -11.5% | +17.3% | +10.9% |
| 30D | -10.8% | -10.0% | -0.8% | -7.1% |
| 3M | +8.4% | -11.4% | +19.9% | +13.5% |
| 6M | +5.4% | -13.7% | +19.1% | +10.7% |
| YTD | -2.6% | +1.0% | -3.6% | -5.3% |
| 1Y | +3.5% | +5.6% | -2.1% | -1.5% |
| 3Y | +102.0% | +59.1% | +42.9% | +53.4% |
| 5Y | +93.1% | +26.1% | +67.0% | +58.5% |
| 10Y | +425.7% | +266.4% | +159.2% | +211.5% |
| All | +425.7% | +277.6% | +148.0% | +211.5% |
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