+404.3%
META vs ROL
+216.1%
+188.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.5% |
| 7D | -0.8% | +9.5% | -10.3% | -3.5% |
| 30D | -15.4% | +22.9% | -38.3% | -20.7% |
| 3M | +3.5% | +3.5% | 0.0% | +1.9% |
| 6M | -0.3% | -29.4% | +29.1% | +10.5% |
| YTD | -7.3% | -36.1% | +28.7% | +5.6% |
| 1Y | -1.1% | -34.4% | +33.3% | +11.7% |
| 3Y | +95.1% | +4.0% | +91.1% | +81.5% |
| 5Y | +80.6% | +13.2% | +67.3% | +56.7% |
| All | +404.3% | +216.1% | +188.2% | +208.0% |
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