+95.1%
META vs ROK
+49.7%
+45.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | -0.8% | -13.8% | +13.0% | +3.6% |
| 30D | -15.4% | -14.9% | -0.5% | -11.3% |
| 3M | +3.5% | -14.7% | +18.2% | +8.4% |
| 6M | -0.3% | -17.7% | +17.4% | +5.0% |
| YTD | -7.3% | -2.5% | -4.9% | -8.5% |
| 1Y | -1.1% | +2.3% | -3.3% | -3.9% |
| 3Y | +95.1% | +52.7% | +42.3% | +63.1% |
| All | +95.1% | +49.7% | +45.3% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling