+1,527.5%
META vs ROP
+359.3%
+1,168.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.8% |
| 7D | +6.7% | -4.4% | +11.1% | +9.1% |
| 30D | +4.8% | +3.2% | +1.5% | +2.9% |
| 3M | -1.6% | +23.1% | -24.7% | -12.0% |
| 6M | -7.5% | +13.3% | -20.8% | -14.4% |
| YTD | -6.4% | -7.9% | +1.5% | -4.0% |
| 1Y | -17.3% | -22.1% | +4.7% | -7.5% |
| 3Y | +109.9% | -16.8% | +126.7% | +125.9% |
| 5Y | +65.4% | -13.5% | +78.9% | +73.2% |
| 10Y | +391.8% | +137.7% | +254.1% | +219.3% |
| All | +1,527.5% | +359.3% | +1,168.2% | +881.7% |
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