+1,527.5%
META vs ROK
+694.2%
+833.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | +6.7% | +0.7% | +6.0% | +6.4% |
| 30D | +4.8% | -3.3% | +8.1% | +6.1% |
| 3M | -1.6% | -5.9% | +4.2% | +0.1% |
| 6M | -7.5% | +13.9% | -21.3% | -13.2% |
| YTD | -6.4% | +12.6% | -19.0% | -12.1% |
| 1Y | -17.3% | +28.6% | -45.9% | -26.6% |
| 3Y | +109.9% | +45.1% | +64.8% | +71.6% |
| 5Y | +65.4% | +45.6% | +19.8% | +32.2% |
| 10Y | +391.8% | +345.0% | +46.8% | +164.1% |
| All | +1,527.5% | +694.2% | +833.2% | +800.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling