+81.9%
META vs ROK
+19.3%
+62.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.5% |
| 7D | -0.8% | -13.8% | +13.0% | +5.9% |
| 30D | -15.4% | -14.9% | -0.5% | -9.2% |
| 3M | +3.5% | -14.7% | +18.2% | +10.9% |
| 6M | -0.3% | -17.7% | +17.4% | +7.6% |
| YTD | -7.3% | -2.5% | -4.9% | -9.3% |
| 1Y | -1.1% | +2.3% | -3.3% | -5.8% |
| 3Y | +95.1% | +52.7% | +42.3% | +37.1% |
| All | +81.9% | +19.3% | +62.6% | +49.2% |
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