+1,497.9%
META vs ROP
+453.7%
+1,044.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | -3.1% | +9.2% | -12.3% | -7.2% |
| 30D | -18.1% | +35.5% | -53.6% | -29.9% |
| 3M | +2.9% | +24.4% | -21.6% | -8.6% |
| 6M | +0.2% | +38.0% | -37.8% | -16.3% |
| YTD | -8.1% | +11.1% | -19.2% | -14.7% |
| 1Y | -4.5% | +10.9% | -15.4% | -11.4% |
| 3Y | +94.2% | -0.5% | +94.6% | +89.7% |
| 5Y | +79.1% | +4.5% | +74.6% | +69.6% |
| 10Y | +405.9% | +207.5% | +198.4% | +188.6% |
| All | +1,497.9% | +453.7% | +1,044.2% | +771.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling