+62.8%
META vs ROK
+46.3%
+16.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.4% |
| 7D | +6.7% | +0.7% | +6.0% | +6.4% |
| 30D | +4.8% | -3.3% | +8.1% | +6.4% |
| 3M | -1.6% | -5.9% | +4.2% | +0.4% |
| 6M | -7.5% | +13.9% | -21.3% | -14.8% |
| YTD | -6.4% | +12.6% | -19.0% | -13.8% |
| 1Y | -17.3% | +28.6% | -45.9% | -29.3% |
| 3Y | +109.9% | +45.1% | +64.8% | +60.1% |
| All | +62.8% | +46.3% | +16.5% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling