+107.3%
META vs ROP
-16.7%
+124.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.3% |
| 7D | +6.7% | -4.4% | +11.1% | +8.4% |
| 30D | +4.8% | +3.2% | +1.5% | +3.5% |
| 3M | -1.6% | +23.1% | -24.7% | -9.1% |
| 6M | -7.5% | +13.3% | -20.8% | -11.8% |
| YTD | -6.4% | -7.9% | +1.5% | -0.7% |
| 1Y | -17.3% | -22.1% | +4.7% | -3.1% |
| All | +107.3% | -16.7% | +124.0% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling