+1,497.9%
META vs ROL
+659.0%
+838.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -4.9% | -4.3% |
| 7D | -3.1% | +11.7% | -14.8% | -6.6% |
| 30D | -18.1% | +27.7% | -45.8% | -24.6% |
| 3M | +2.9% | +3.7% | -0.8% | +1.1% |
| 6M | +0.2% | -27.8% | +28.0% | +10.9% |
| YTD | -8.1% | -34.7% | +26.6% | +4.9% |
| 1Y | -4.5% | -34.1% | +29.6% | +8.5% |
| 3Y | +94.2% | +5.9% | +88.3% | +79.6% |
| 5Y | +79.1% | +15.6% | +63.4% | +54.7% |
| 10Y | +405.9% | +226.5% | +179.4% | +166.7% |
| All | +1,497.9% | +659.0% | +838.9% | +458.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling