+107.3%
META vs ROL
-4.8%
+112.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +6.7% | -1.4% | +8.1% | +6.8% |
| 30D | +4.8% | -4.1% | +8.8% | +5.1% |
| 3M | -1.6% | -22.5% | +20.9% | +0.1% |
| 6M | -7.5% | -37.7% | +30.2% | -5.0% |
| YTD | -6.4% | -39.6% | +33.2% | -3.7% |
| 1Y | -17.3% | -36.0% | +18.7% | -14.7% |
| All | +107.3% | -4.8% | +112.1% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling