+404.3%
META vs ROK
+274.8%
+129.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.4% |
| 7D | -0.8% | -13.8% | +13.0% | +5.2% |
| 30D | -15.4% | -14.9% | -0.5% | -9.9% |
| 3M | +3.5% | -14.7% | +18.2% | +10.0% |
| 6M | -0.3% | -17.7% | +17.4% | +6.8% |
| YTD | -7.3% | -2.5% | -4.9% | -8.6% |
| 1Y | -1.1% | +2.3% | -3.3% | -4.6% |
| 3Y | +95.1% | +52.7% | +42.3% | +50.7% |
| 5Y | +80.6% | +20.5% | +60.0% | +50.9% |
| All | +404.3% | +274.8% | +129.5% | +210.4% |
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