+0.6%
META vs ROL
-33.3%
+33.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.2% | +0.8% | -0.9% | -0.3% |
| 30D | -15.4% | +20.6% | -35.9% | -16.2% |
| 3M | +5.0% | +4.5% | +0.5% | +6.6% |
| 6M | +5.2% | -26.5% | +31.7% | +13.0% |
| YTD | -4.5% | -34.8% | +30.3% | +4.4% |
| 1Y | +0.6% | -33.2% | +33.8% | +9.1% |
| All | +0.6% | -33.3% | +33.9% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling