+79.1%
META vs ROL
+14.0%
+65.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -4.9% | -4.1% |
| 7D | -3.1% | +11.7% | -14.8% | -5.0% |
| 30D | -18.1% | +27.7% | -45.8% | -21.9% |
| 3M | +2.9% | +3.7% | -0.8% | +2.3% |
| 6M | +0.2% | -27.8% | +28.0% | +7.5% |
| YTD | -8.1% | -34.7% | +26.6% | +0.5% |
| 1Y | -4.5% | -34.1% | +29.6% | +4.2% |
| 3Y | +94.2% | +5.9% | +88.3% | +79.9% |
| 5Y | +79.1% | +15.6% | +63.4% | +44.5% |
| All | +79.1% | +14.0% | +65.1% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling