+379.6%
META vs ROL
+214.4%
+165.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +6.7% | -1.4% | +8.1% | +7.2% |
| 30D | +4.8% | -4.1% | +8.8% | +6.1% |
| 3M | -1.6% | -22.5% | +20.9% | +6.2% |
| 6M | -7.5% | -37.7% | +30.2% | +6.9% |
| YTD | -6.4% | -39.6% | +33.2% | +8.9% |
| 1Y | -17.3% | -36.0% | +18.7% | -6.3% |
| 3Y | +109.9% | -5.1% | +115.1% | +101.7% |
| 5Y | +65.4% | -3.4% | +68.7% | +52.3% |
| All | +379.6% | +214.4% | +165.2% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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