+0.8%
META vs ROST
+54.7%
-53.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | 0.0% |
| 7D | +2.9% | +7.8% | -4.9% | +1.1% |
| 30D | -15.1% | +8.6% | -23.6% | -16.8% |
| 3M | +7.2% | -1.9% | +9.2% | +7.7% |
| 6M | +3.4% | +9.1% | -5.8% | +1.0% |
| YTD | -4.3% | +37.2% | -41.6% | -9.9% |
| 1Y | +0.8% | +52.7% | -52.0% | -6.8% |
| All | +0.8% | +54.7% | -53.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling