+447.1%
META vs ROP
+183.9%
+263.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +3.1% | -2.7% | +5.7% | +4.3% |
| 30D | -18.2% | +29.7% | -47.9% | -28.9% |
| 3M | +7.8% | +21.2% | -13.4% | -3.4% |
| 6M | +3.6% | +48.3% | -44.7% | -17.5% |
| YTD | -5.3% | +8.4% | -13.7% | -11.1% |
| 1Y | +2.7% | +6.0% | -3.2% | -2.3% |
| 3Y | +91.5% | -5.6% | +97.1% | +93.0% |
| 5Y | +84.7% | +1.3% | +83.4% | +77.1% |
| All | +447.1% | +183.9% | +263.1% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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